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

In this paper we derive a Large Deviation Principle (LDP) for inhomogeneous U/V-statistics of a general order. Using this, we derive a LDP for two types of statistics: random multilinear forms, and number of monochromatic copies of a…

For a large class of nonuniformly expanding maps of $\Bbb R^m$, with indifferent fixed points and unbounded distorsion and non necessarily Markovian, we construct an absolutely continuous invariant measure. We extend to our case techniques…

In complex dynamics, we construct a so-called nice set (one for which the first return map is Markov) around any point which is in the Julia set but not in the post-singular set, adapting a construction of Juan Rivera-Letelier. This…

We consider a piecewise smooth expanding map of the interval possessing two invariant subsets of positive Lebesgue measure and exactly two ergodic absolutely continuous invariant probability measures (ACIMs). When this system is perturbed…

We study two problems. First, we consider the large deviation behavior of empirical measures of certain diffusion processes as, simultaneously, the time horizon becomes large and noise becomes vanishingly small. The law of large numbers…

The robust statistical description of dynamical systems under perturbations is a central problem in ergodic theory. In this paper, we investigate the statistical properties of skew-product maps driven by a subshift of finite type with…

We give two results for deducing dynamical properties of piecewise M\"obius interval maps from their related planar extensions. First, eventual expansivity and the existence of an ergodic invariant probability measure equivalent to Lebesgue…

Let $\Xi$ be the adjacency matrix of an Erd\H{o}s-R\'enyi graph on $n$ vertices and with parameter $p$ and consider $A$ a $n\times n$ centered random symmetric matrix with bounded i.i.d. entries above the diagonal. When the mean degree $np$…

Consider generalized adapted stochastic integrals with respect to independently scattered random measures with second moments. We use a decoupling technique, known as the "principle of conditioning", to study their stable convergence…

In this article, we prove a joint large deviation principle in $n$ for the \emph{empirical pair measure} and \emph{ empirical offspring measure} of critical multitype Galton-Watson trees conditioned to have exactly $n$ vertices in the weak…

Moderate deviation principles for empirical measure processes associated with weakly interacting Markov processes are established. Two families of models are considered: the first corresponds to a system of interacting diffusions whereas…

We consider the family of one-dimensional maps arising from the contracting Lorenz attractors studied by Rovella. Benedicks-Carleson techniques were used by Rovella to prove that there is a one-parameter family of maps whose derivatives…

We investigate a Coulomb gas in a potential satisfying a weaker growth assumption than usual and establish a large deviation principle for its empirical measure. As a consequence the empirical measure is seen to converge towards a…

We study the pointwise perturbations of countable Markov maps with infinitely many inverse branches and establish the following continuity theorem: Let $T_k$ and $T$ be expanding countable Markov maps such that the inverse branches of $T_k$…

We consider the quadratic family of maps given by $f_{a}(x)=1-a x^2$ with $x\in [-1,1]$, where $a$ is a Benedicks-Carleson parameter. For each of these chaotic dynamical systems we study the extreme value distribution of the stationary…

We prove strong statistical stability of a large class of one-dimensional maps which may have an arbitrary finite number of discontinuities and of non-degenerate critical points and/or singular points with infinite derivative, and satisfy…

Given a finite typed rooted tree $T$ with $n$ vertices, the {\em empirical subtree measure} is the uniform measure on the $n$ typed subtrees of $T$ formed by taking all descendants of a single vertex. We prove a large deviation principle in…

We establish large deviation type estimates for i.i.d. products of two dimensional random matrices with finitely supported probability distribution. The estimates are stable under perturbations and require no irreducibility assumptions. In…

We consider multiple time scales systems of stochastic differential equations with small noise in random environments. We prove a quenched large deviations principle with explicit characterization of the action functional. The random medium…

We establish a large deviation principle for the empirical spectral measure of a sample covariance matrix with sub-Gaussian entries, which extends Bordenave and Caputo's result for Wigner matrices having the same type of entries [7]. To…