Related papers: Large deviation principle for Benedicks-Carleson q…

We study the one-dimensional expanding Lorenz maps and show the existence of dense subset D of Lorens maps such that each f in D has an uncountable set of ergodic invariant probabilities with infinite Lyapunov exponent and positive entropy.…

This paper is devoted to the study of the thermodynamic formalism for a class of real multimodal maps. This class contains, but it is larger than, Collet-Eckmann. For a map in this class, we prove existence and uniqueness of equilibrium…

We consider the family of Henon maps in the plane and show that the SRB measures vary continuously in the weak* topology within the set of Benedicks-Carleson parameters.

We introduce two parametrized families of piecewise affine maps on $[0,1]^2$ and $[0,1]^3$, as generalizations of the heterochaos baker maps which were introduced and investigated in [Y. Saiki, H. Takahasi, J. A. Yorke, Nonlinearity, 34…

For a Coupled Map Lattice with a specific strong coupling emulating Stavskaya's probabilistic cellular automata, we prove the existence of a phase transition using a Peierls argument, and exponential convergence to the invariant measures…

Given a sequence of Borel probability measures on a Hausdorff space which satisfy a large deviation principle, we consider the corresponding sequence of measures formed by conditioning on a set $B$. If the large deviation rate function $I$…

Random metastability occurs when an externally forced or noisy system possesses more than one state of apparent equilibrium. This work investigates a class of random dynamical systems, arising from perturbing a one-dimensional piecewise…

We develop a framework for quantitative convergence analysis of Picard iterations of expansive set-valued fixed point mappings. There are two key components of the analysis. The first is a natural generalization of single-valued averaged…

In this article we study the expanding properties of random perturbations of contracting Lorenz maps satisfying the summability condition of exponent 1. Under general conditions on the maps and perturbation types, we prove stochastic…

Bitseki and Delmas (2021) have studied recently the central limit theorem for kernel estimator of invariant density in bifurcating Markov chains models. We complete their work by proving a moderate deviation principle for this estimator.…

Using the weak convergence approach, we prove the large deviation principle (LDP) for solutions to quasilinear stochastic evolution equations with small Gaussian noise in the critical variational setting, a recently developed general…

We develop non-invertible Pesin theory for a new class of maps called cusp maps. These maps may have unbounded derivative, but nevertheless verify a property analogous to $C^{1+\epsilon}$. We do not require the critical points to verify a…

We prove that multimodal maps with an absolutely continuous invariant measure have exponential return time statistics around a.e. point. We also show a `polynomial Gibbs property' for these systems, and that the convergence to the entropy…

The Whittaker 2d growth model is a triangular continuous Markov diffusion process that appears in many scientific contexts. It has been theoretically intriguing to establish a large deviation principle for this 2d process with a scaling…

We are concerned with the absolute continuity of stationary distributions corresponding to some piecewise deterministic Markov process, being typically encountered in biological models. The process under investigation involves a…

This paper studies limit measures of stationary measures of stochastic ordinary differential equations on the Euclidean space and tries to determine which invariant measures of an unperturbed system will survive. Under the assumption for…

For r > 1, we show, using the Ledrappier-Young entropy characterization of SRB measures for non-invertible maps, that if a C^r map f of the interval or the circle has its Lyapunov exponent greater than 1/r log ||f ' || $\infty$ on a set E…

The purpose of the present paper is to establish moderate deviation principles for a rather general class of random variables fulfilling certain bounds of the cumulants. We apply a celebrated lemma of the theory of large deviations…

Let F be a continuous injective map from an open subset of R^n to R^n. Assume that, for infinitely many k>1, F induces a bijection between the rational points of denominator k in the domain and those in the image (the denominator of…

We often rely on probabilistic measures -- e.g. event probability or expected time -- to characterize systems' safety. However, determining these quantities for extremely low-probability events is generally challenging, as standard safety…