Abstract
We study long-time asymptotic behavior of the current-valued processes on compact Riemannian manifolds determined by the stochastic line integrals. Sample path large deviation estimates are proved, which induce the law of the iterated logarithm as a corollary. As their application, we give a probabilistic approach to the analysis on noncompact Abelian covering manifolds.
Original language | English |
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Pages (from-to) | 203-228 |
Number of pages | 26 |
Journal | Stochastic Processes and their Applications |
Volume | 108 |
Issue number | 2 |
DOIs | |
Publication status | Published - 2003 Dec |
Keywords
- Abelian covering
- Diffusion
- Large deviation
- Limit theorem
- Manifold
- Random current
- Stochastic line integral
- The law of the iterated logarithm
ASJC Scopus subject areas
- Statistics and Probability
- Modelling and Simulation
- Applied Mathematics