Related papers: Large deviation for return times
If a self-map $\sigma \colon \mathcal{X} \rightarrow \mathcal{X}$ has a dynamical zeta function with nonzero radius of convergence $1/\Lambda$ and the Ces\`aro mean $B$ of $ \# \mathrm{Fix}(\sigma^k)/\Lambda^k$ exists and is positive, we…
The irreversibility of the equations of classical dynamics (the Hamilton equations and the Liouville equation) in the space with multifractal time is demonstrated. The time is given on multifractal sets with fractional dimensions. The last…
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.
A large deviations principle is established for the joint law of the empirical measure and the flow measure of a renewal Markov process on a finite graph. We do not assume any bound on the arrival times, allowing heavy tailed distributions.…
By using the large deviation principle, we investigate the expected exit time from the interval [-1,1] of a process of autoregressive type. The case when the autoregression function f is linear and the innovations have a normal distribution…
We compute a closed-form expression for the moment generating function $\hat{f}(x;\lambda,\alpha)=\frac{1}{\lambda}\mathbb{E}_x(e^{\alpha L_{\tau}})$, where $L_t$ is the local time at zero for standard Brownian motion with reflecting…
We propose algorithms for efficient time integration of large systems of oscillatory second order ordinary differential equations (ODEs) whose solution can be expressed in terms of trigonometric matrix functions. Our algorithms are based on…
Our aim is to unify and extend the large deviation upper and lower bounds for the occupation times of a Markov process with $L_2$ semigroups under minimal conditions on the state space and the process trajectories; for example, no strong…
Consider a dynamical system given by a planar differential equation, which exhibits an unstable periodic orbit surrounding a stable periodic orbit. It is known that under random perturbations, the distribution of locations where the…
Thermodynamics of trajectories promises to make possible the thorough analysis of the dynamical properties of an open quantum system, a sought-after goal in modern physics. Unfortunately, calculation of the relevant quantities presents…
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…
This paper is a first step in the study of the recurrence behavior in random dynamical systems and randomly perturbed dynamical systems. In particular we define a concept of quenched and annealed return times for systems generated by the…
We prove that the stationary measure associated to a boundary driven exclusion process in any dimension satisfies a large deviation principle with rate function given by the quasi potential of the Freidlin and Wentzell theory.
The large deviations at 'Level 2.5 in time' for time-dependent ensemble-empirical-observables, introduced by C. Maes, K. Netocny and B. Wynants [Markov Proc. Rel. Fields. 14, 445 (2008)] for the case of $N$ independent Markov jump…
A new approach is used to describe the large time behavior of the non-local differential equation initially studied in [3]. Our approach is based upon the existence of infinitely many Lyapunov functionals and allows us to extend the…
We consider $p$ independent Brownian motions in $\R^d$. We assume that $p\geq 2$ and $p(d-2)<d$. Let $\ell_t$ denote the intersection measure of the $p$ paths by time $t$, i.e., the random measure on $\R^d$ that assigns to any measurable…
In this paper we study the Large Deviation Principle (LDP in abbreviation) for a class of Stochastic Partial Differential Equations (SPDEs) in the whole space $\mathbb{R}^d$, with arbitrary dimension $d\geq 1$, under random influence which…
Time reversal of vast classes of phenomena has direct implications with predictability, causality and the second principle of thermodynamics. We analyze in detail time reversibility of a paradigmatic dissipative nonlinear dynamical system,…
We study large deviation asymptotics for processes defined in terms of continued fraction digits. We use the continued fraction digit sum process to define a stopping time and derive a joint large deviation asymptotic for the upper and…
This work considers reversed evolution in dynamical systems. In particular, asymptotic behavior of chaotic systems, when their orbits evolve backwards in time. Reversed dynamics reveals important aspects of the trajectories, such as a new…