Large and moderate deviations for the left random walk on GL d (R)
Résumé
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.
Domaines
Probabilités [math.PR]| Origine | Fichiers produits par l'(les) auteur(s) |
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