Large and moderate deviations for the left random walk on GL d (R)

Alea, Lat
2017 Am. J. Probab. Math. Stat   unpublished
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.
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