Related papers: Large deviation for return times

The large deviation properties of equilibrium (reversible) lattice gases are mathematically reasonably well understood. Much less is known in non--equilibrium, namely for non reversible systems. In this paper we consider a simple example of…

We establish large deviation estimates related to the Darling--Kac theorem and generalized arcsine laws for occupation and waiting times of ergodic transformations preserving an infinite measure, such as non-uniformly expanding interval…

In this paper we obtain estimates on the distance of inertial manifolds for dynamical systems generated by evolutionary parabolic type equations. We consider the situation where the systems are defined in different phase spaces and we…

It is shown that large deviation statistical quantities of the discrete time, finite state Markov process $P_{n+1}^{(j)}=\sum_{k=1}^NH_{jk}P_n^{(k)}$, where P_n^{(j)} is the probability for the j-state at the time step n and H_{jk} is the…

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…

We study exit times from a set for a family of multivariate autoregressive processes with normally distributed noise. By using the large deviation principle, and other methods, we show that the asymptotic behavior of the exit time depends…

We prove a Large Deviations Principle for the number of intersections of two independent infinite-time ranges in dimension five and more, improving upon the moment bounds of Khanin, Mazel, Shlosman and Sina{\"i} [KMSS94]. This settles, in…

In these notes we present a pedagogical account of the population dynamics methods recently introduced to simulate large deviation functions of dynamical observables in and out of equilibrium. After a brief introduction on large deviation…

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 show that the probability distribution function that best fits the distribution of return times between two consecutive visits of a chaotic trajectory to finite size regions in phase space deviates from the exponential statistics by a…

We study the problem of exponential mixing and large deviations for discrete-time Markov processes associated with a class of random dynamical systems. Under some dissipativity and regularisation hypotheses for the underlying deterministic…

Large deviation inequalities for ergodic sums is an important subject since the seminal contribution of Bernstein for independent random variables with finite variances, followed by the Chernoff method and the Hoefding result for…

We prove a sample path large deviation principle (LDP) with sub-linear speed for unbounded functionals of certain Markov chains induced by the Lindley recursion. The LDP holds in the Skorokhod space $\mathbb{D}[0,T]$ equipped with the…

We reconsider the quantum analogue of Varadhans Theorem proved by Petz, Raggio and Verbeure. They proved this theorem using standard techniques in quantum statistical mechanics of lattice systems to arrive at a variational formula over…

I give a brief overview of the resolution of the apparent problem of reconciling time symmetric microscopic dynamic with time asymmetric equations describing the evolution of macroscopic variables. I then show how the large deviation…

The purpose of this paper is to ensure the conditions of G\"artner-Ellis Theorem for evaluations of the empirical measure. We show that up-to-date conditions for ensuring the convergence to a quasi-stationary distribution can be applied…

A dynamical system is said to be reversible if, given an output, the input can always be recovered in a well-posed manner. Nevertheless, we argue that reversible systems that have a time-reversal symmetry, such as the Nonlinear…

In this paper we prove a large deviation principle for the empirical drift of a one-dimensional Brownian motion with self-repellence called the Edwards model. Our results extend earlier work in which a law of large numbers, respectively, a…

Orbital dynamics in time-reversal-symmetric centrosymmetric systems is examined theoretically. Contrary to common belief, we demonstrate that many aspects of orbital dynamics are qualitatively different from spin dynamics because the…

When a spatial process is recorded over time and the observation at a given time instant is viewed as a point in a function space, the result is a time series taking values in a Banach space. To study the spatio-temporal extremal dynamics…