Large deviations for the Brownian motion on loop groups

Authors
Fang, SZ Zhang, TS
Citation
Sz. Fang et Ts. Zhang, Large deviations for the Brownian motion on loop groups, J THEOR PR, 14(2), 2001, pp. 463-483
Citations number
22
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF THEORETICAL PROBABILITY
ISSN journal
08949840 → ACNP
Volume
14
Issue
2
Year of publication
2001
Pages
463 - 483
Database
ISI
SICI code
0894-9840(200104)14:2<463:LDFTBM>2.0.ZU;2-G
Abstract
We shall develop the method of projective limit to establish the large devi ations principle in the context of loop groups. The symmetries of Lie group allow us to obtain the exponential tightness.