R. Versendaal

activity

20182020

collaborators

4 papers

math.PR2020

Large deviations for Brownian motion in evolving Riemannian manifolds

Rik Versendaal

We prove large deviations for $g (t)$ -Brownian motion in a complete, evolving Riemannian manifold $M$ with respect to a collection ${g (t)}_{t \in [0, 1]}$ of Riemannian metrics, smo…

math.PR2019

Large deviations for random walks on Lie groups

Rik Versendaal

We study large deviations for random walks on Lie groups defined by $σ_{n}^{n} = exp (\frac{1}{n} X_{1}) \dots exp (\frac{1}{n} X_{n})$ , where ${X_{n}}_{n \geq 1}$ is an i.i.d sequence of bounded rando…

math.PR2018

Large deviations for geodesic random walks

Rik Versendaal

We provide a direct proof of Cramér's theorem for geodesic random walks in a complete Riemannian manifold $(M, g)$ . We show how to exploit the vector space structure of the tangent…

math.PR2018

Classical large deviations theorems on complete Riemannian manifolds

Richard C. Kraaij, Frank Redig, Rik Versendaal

We generalize classical large deviations theorems to the setting of complete Riemannian manifolds. We prove the analogue of Mogulskii's theorem for geodesic random walks via a gene…