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Large deviations from a stationary measure for a class of dissipative PDE's with random kicks

Analysis of PDEs 2012-12-05 v1 Mathematical Physics math.MP Probability

Abstract

We study a class of dissipative PDE's perturbed by a bounded random kick force. It is assumed that the random force is non-degenerate, so that the Markov process obtained by the restriction of solutions to integer times has a unique stationary measure. The main result of the paper is a large deviation principle for occupation measures of the Markov process in question. The proof is based on Kifer's large deviation criterion, a Lyapunov-Schmidt type reduction, and an abstract result on large-time asymptotic for generalised Markov semigroups.

Keywords

Cite

@article{arxiv.1212.0527,
  title  = {Large deviations from a stationary measure for a class of dissipative PDE's with random kicks},
  author = {Vojkan Jaksic and Vahagn Nersesyan and Claude-Alain Pillet and Armen Shirikyan},
  journal= {arXiv preprint arXiv:1212.0527},
  year   = {2012}
}

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42 pages