Large and moderate deviations for the left random walk on GL d (R)

Abstract : Using martingale methods, we obtain some upper bounds for large and moderate deviations of products of independent and identically distributed elements of GL d (R). We investigate all the possible moment conditions, from super-exponential moments to weak moments of order p > 1, to get a complete picture of the situation. We also prove a moderate deviation principle under an appropriate tail condition.
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Submitted on : Monday, October 24, 2016 - 11:39:21 AM
Last modification on : Thursday, April 11, 2019 - 4:02:09 PM

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  • HAL Id : hal-01386519, version 1
  • ARXIV : 1610.07361

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Christophe Cuny, Jérôme Dedecker, Florence Merlevède. Large and moderate deviations for the left random walk on GL d (R). 2016. ⟨hal-01386519⟩

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