Random walks on hyperbolic spaces: second order expansion of the rate function at the drift

TL;DR

This paper derives a second-order Taylor expansion of the large deviation rate function for random walks on hyperbolic spaces, linking it to the variance in the central limit theorem, thus answering a previously open question.

Contribution

It provides a second-order expansion of the rate function for the distance in hyperbolic space, connecting it to the variance in the CLT, using martingale and large deviation techniques.

Findings

Second-order Taylor expansion of the rate function obtained

Coefficient expressed via variance in the CLT

Addresses an open question from prior research

Abstract

Let $(X,d)$ be a geodesic Gromov-hyperbolic space, $o \in X$ a basepoint and $\mu$ a countably supported non-elementary probability measure on $\operatorname{Isom}(X)$. Denote by $z_n$ the random walk on $X$ driven by the probability measure $\mu$. Supposing that $\mu$ has finite exponential moment, we give a second-order Taylor expansion of the large deviation rate function of the sequence $\frac{1}{n}d(z_n,o)$ and show that the corresponding coefficient is expressed by the variance in the central limit theorem satisfied by the sequence $d(z_n,o)$. This provides a positive answer to a question raised in \cite{BMSS}. The proof relies on the study of the Laplace transform of $d(z_n,o)$ at the origin using a martingale decomposition first introduced by Benoist--Quint together with an exponential submartingale transform and large deviation estimates for the quadratic variation process of certain martingales.