Large and moderate deviations for the left random walk on GL d (R)
classification
🧮 math.PR
keywords
moderatedeviationslargemomentsappropriateboundscompletecondition
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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 \textgreater{} 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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