Large deviations for stochastic processes on Riemannian manifolds

Doctoral thesis (2020)

Authors

R. Versendaal Applied Probability - EEMCS
Research Group
Applied Probability (EEMCS) (TU Delft)
Copyright: © 2020 R. Versendaal
DOI: https://doi.org/10.4233/uuid:1489bacb-4e60-47fa-9409-3866a164efcd
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Published Date

2020

Language

English

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Faculty

Electrical Engineering, Mathematics and Computer Science

Department

Delft Institute of Applied Mathematics

Research Group

Applied Probability

Abstract

This thesis is concerned with large deviations for processes in Riemannian manifolds. In particular, we study the extensions of large deviations for random walks and Brownian motion to the geometric setting. Furthermore, we also consider large deviations for random walks in Lie groups. The additional group structure allows for improvements over the general case. Finally, we also study large deviations for Brownian motion in evolving Riemannian manifolds. For this, we use the so-called 'rolling without slipping' construction of Riemannian Brownian motion, adepted to the time-inhomogeneous setting.