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For axiom A diffeomorphisms and equilibrium state, we prove a Large deviation result for the sequence of successive return times into a fixed open set, under some assumption on the boundary. Our result relies on and extends the work by…

Dynamical Systems · Mathematics 2007-09-04 Renaud Leplaideur , Benoît Saussol

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…

Dynamical Systems · Mathematics 2018-11-14 Adriana Coutinho , Jerome Rousseau , Benoit Saussol

Let $(X,\mu,T,d)$ be a metric measure-preserving dynamical system such that $3$-fold correlations decay exponentially for Lipschitz continuous observables. Given a sequence $(M_k)$ that converges to $0$ slowly enough, we obtain a strong…

Dynamical Systems · Mathematics 2025-02-10 Alejandro Rodriguez Sponheimer

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.

Probability · Mathematics 2007-05-23 F. Klebaner , R. Liptser

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…

Statistics Theory · Mathematics 2010-02-24 Amarjit Budhiraja , Paul Dupuis , Vasileios Maroulas

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…

Probability · Mathematics 2016-07-14 Alexei Kulik , Daryna Sobolieva

In this note, we prove the Freidlin-Wentzell's large deviation principle for BSDEs with one-sided reflection.

Probability · Mathematics 2011-12-01 Liangquan Zhang

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.

Probability · Mathematics 2009-07-28 Ann-Kathrin Jarecki

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…

Probability · Mathematics 2020-03-10 Kasun Fernando , Pratima Hebbar

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…

Probability · Mathematics 2007-05-23 Zach Dietz , Sunder Sethuraman

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…

Chaotic Dynamics · Physics 2015-05-26 Christian Maes , Evgeny Verbitskiy

We obtain large deviations theorems for nonconventional sums with underlying process being a Markov process satisfying the Doeblin condition or a dynamical system such as subshift of finite type or hyperbolic or expanding transformation.

Probability · Mathematics 2013-02-21 Yuri Kifer , S. R. S. Varadhan

We establish statistical limit theorems for equilibrium states of Axiom A diffeomorphisms, derived from the spectral gap of the Ruelle transfer operator established in Part I (Thiam2026a) and transferred to smooth dynamics through the…

Dynamical Systems · Mathematics 2026-05-19 Abdoulaye Thiam

We consider probability measures on $A^N$, the set of sequences of symbols on a finite alphabet $A$ of length $N$, that give a weight to each sequence in terms of a collection of matrices with non-negative entries and having rows and…

Probability · Mathematics 2026-01-21 Davide Gabrielli , Federica Iacovissi

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…

Statistical Mechanics · Physics 2015-01-20 Naoto Shiraishi

We study the time of $n$th return of orbits to some given (union of) rectangle(s) of a Markov partition of an Axiom A diffeomorphism. Namely, we prove the existence of a scaled generating function for these returns with respect to any Gibbs…

Dynamical Systems · Mathematics 2007-05-23 J. -R. Chazottes , R. Leplaideur

We prove a large deviations principle for the largest eigenvalue of a class of biorthogonal and multiple orthogonal polynomial ensembles that includes a matrix model of Lueck, Sommers and Zirnbauer for disordered bosons and Angelesco…

Mathematical Physics · Physics 2015-03-04 Katrin Credner , Peter Eichelsbacher

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…

Probability · Mathematics 2025-12-09 A. V. Logachov , O. M. Logachova , A. A. Yambartsev , K. A. Zaykov

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…

Mathematical Physics · Physics 2024-09-04 Alonso Botero , Matthias Christandl , Péter Vrana

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…

Dynamical Systems · Mathematics 2018-09-14 V Araujo , M J Pacifico
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