Abstract
The goal of this article is two-fold: in a first part, we prove Azuma-Hoeffding type concentration inequalities around the drift for the displacement of non-elementary random walks on hyperbolic spaces. For a proper hyperbolic space M, we obtain explicit bounds that depend only on M, the size of support of the measure as in the classical case of sums of independent random variables, and on the norm of the driving probability measure in the left regular representation of the group of isometries. We obtain uniform bounds in the case of hyperbolic groups and effective bounds for simple linear groups of rank-one. In a second part, using our concentration inequalities, we give quantitative finite-time estimates on the probability that two independent random walks on the isometry group of a hyperbolic space generate a free non-abelian subgroup. Our concentration results follow from a more general, but less explicit statement that we prove for cocycles which satisfy a certain cohomological equation. For example, this also allows us to obtain subgaussian concentration bounds around the top Lyapunov exponent of random matrix products in arbitrary dimension.