Sample path large deviations for a class of random currents

Kazumasa Kuwada

doi:10.1016/j.spa.2003.07.003

Sample path large deviations for a class of random currents

Kazumasa Kuwada

SCI - Mathematics

Research output: Contribution to journal › Article › peer-review

4 Citations (Scopus)

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
Pages (from-to)	203-228
Number of pages	26
Journal	Stochastic Processes and their Applications
Volume	108
Issue number	2
DOIs	https://doi.org/10.1016/j.spa.2003.07.003
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

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10.1016/j.spa.2003.07.003

Cite this

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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.",

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AB - 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.

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KW - Diffusion

KW - Large deviation

KW - Limit theorem

KW - Manifold

KW - Random current

KW - Stochastic line integral

KW - The law of the iterated logarithm

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Sample path large deviations for a class of random currents

Abstract

Keywords

ASJC Scopus subject areas

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