Related papers: Large deviation for return times in open sets for …
For Axiom A diffeomorphisms and equilibrium states, we prove a Large deviations result for the sequence of successive return times into a fixed Borel set, under some assumption on the boundary. Our result relies on and extends the work by…
We prove a large deviation result for return times of the orbits of a dynamical system in a $r$-neighbourhood of an initial point $x$. Our result may be seen as a differentiable version of the work by Jain and Bansal who considered the…
The Large Deviation Principle is established for stochastic models defined by past-dependent non linear recursions with small noise. In the Markov case we use the result to obtain an explicit expression for the asymptotics of exit time.
A large deviation principle is established for a general class of stochastic flows in the small noise limit. This result is then applied to a Bayesian formulation of an image matching problem, and an approximate maximum likelihood property…
We consider expansive homeomorphisms with the specification property. We give a new simple proof of a large deviation principle for Gibbs measures corresponding to a regular potential and we establish a general symmetry of the rate function…
Large deviation results are given for a class of perturbed nonhomogeneous Markov chains on finite state space which formally includes some stochastic optimization algorithms. Specifically, let {P_n} be a sequence of transition matrices on a…
For sequences of non-lattice weakly dependent random variables, we obtain asymptotic expansions for Large Deviation Principles. These expansions, commonly referred to as strong large deviation results, are in the spirit of Edgeworth…
We consider a family of positive operator valued measures associated with representations of compact connected Lie groups. For many independent copies of a single state and a tensor power representation we show that the observed probability…
We establish the large deviation principle for solutions of one-dimensional SDEs with discontinuous coefficients. The main statement is formulated in a form similar to the classical Wentzel--Freidlin theorem, but under the considerably…
We study the large deviation function for the empirical measure of diffusing particles at one fixed position. We find that the large deviation function exhibits anomalous system size dependence in systems that satisfy the following…
This article consists in applications of [arXiv:2511.14232] in the case of homemomorphisms of higher genus surfaces whose homological rotation set is big enough -- a class of dynamics that is open. We first prove a structure theorem for the…
We obtain large deviation results for non-uniformly expanding maps with non-flat singularities or criticalities and for partially hyperbolic non-uniformly expanding attracting sets. That is, given a continuous function we consider its space…
In this note, we prove the Freidlin-Wentzell's large deviation principle for BSDEs with one-sided reflection.
The large deviations principles are established for a class of multidimensional degenerate stochastic differential equations with reflecting boundary conditions. The results include two cases where the initial conditions are adapted and…
We establish a large deviation principle for the trajectories of Wiener processes subject to random resets to the origin occurring according to a Poisson process. In addition to the pathwise large deviation principle, we identify the rate…
In this paper, we introduce a mathematical apparatus that is relevant for understanding a dynamical system with small random perturbations and coupled with the so-called transmutation process -- where the latter jumps from one mode to…
In the framework of Harnack type Dirichlet forms, we prove a large deviation principle for the asymptotics of reversible Markov processes with rate function given by the energy of the paths.
We prove a sharp large deviation principle concerning intervals shrinking with sub-exponential speed for certain models involving the Poincar\'e map related to a Markov family for an Axiom A flow restricted to a basic set $\Lambda$…
We revisit Wschebor's theorems on small increments for processes with scaling and stationary properties and deduce large deviation principles.
The theory of large deviations has been applied successfully in the last 30 years or so to study the properties of equilibrium systems and to put the foundations of equilibrium statistical mechanics on a clearer and more rigorous footing. A…