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We study random dynamical systems on the real line, considering each dynamical system together with the one generated by the inverse maps. We show that there is a duality between forward and inverse behaviour for such systems, splitting…

Dynamical Systems · Mathematics 2020-10-01 Anna Gordenko

The random map model is a deterministic dynamical system in a finite phase space with n points. The map that establishes the dynamics of the system is constructed by randomly choosing, for every point, another one as being its image. We…

Biological Physics · Physics 2009-11-07 David Romero , Federico Zertuche

We provide a unified analytic approach to study stationary states of controlled differential equations driven by rough paths, using the framework of random dynamical systems and random attractors. Part I deals with driving paths of finite…

Probability · Mathematics 2020-07-14 Luu Hoang Duc , Phan Thanh Hong

In this paper we determine the distributional behavior of sums of free (in the sense of Voiculescu) identically distributed, infinitesimal random variables. The theory is shown to parallel the classical theory of independent random…

Operator Algebras · Mathematics 2009-09-25 Hari Bercovici , Vittorino Pata , Philippe Biane

The work treats systems combining slow and fast motions depending on each other where fast motions are perturbations of families of either dynamical systems or Markov processes with freezed slow variable. In the first case we consider…

Dynamical Systems · Mathematics 2013-02-21 Yuri Kifer

A rigorous connection between large deviations theory and Gamma-convergence is established. Applications include representations formulas for rate functions, a contraction principle for measurable maps, a large deviations principle for…

Probability · Mathematics 2018-02-02 Mauro Mariani

The study of chaotic systems, where rare events play a pivotal role, is essential for understanding complex dynamics due to their sensitivity to initial conditions. Recently, tools from large deviation theory, typically applied in the…

Chaotic Dynamics · Physics 2026-05-06 Lucianno Defaveri , Naftali R. Smith

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

Many statistics are based on functions of sample moments. Important examples are the sample variance $s_{n-1}^2$, the sample coefficient of variation SV(n), the sample dispersion SD(n) and the non-central $t$-statistic $t(n)$. The…

Probability · Mathematics 2009-09-29 Edward Omey

We prove pathwise large deviation principles of slow variables in slow-fast systems in the limit of time-scale separation tending to infinity. In the limit regime we consider, the convergence of the slow variable to its deterministic limit…

Probability · Mathematics 2020-11-25 Richard C. Kraaij , Mikola C. Schlottke

We provide a large deviations analysis of deadlock phenomena occurring in distributed systems sharing common resources. In our model transition probabilities of resource allocation and deallocation are time and space dependent. The process…

Probability · Mathematics 2009-11-24 Francis Comets , Francois Delarue , René Schott

This study in centered on models accounting for stochastic deformations of sample paths of random walks, embedded either in $\mathbb{Z}^2$ or in $\mathbb{Z}^3$. These models are immersed in multi-type particle systems with exclusion.…

Statistical Mechanics · Physics 2007-05-23 Guy Fayolle , Cyril Furtlehner

In various disordered systems or non-equilibrium dynamical models, the large deviations of some observables have been found to display different scalings for rare values bigger or smaller than the typical value. In the present paper, we…

Statistical Mechanics · Physics 2021-05-12 Cecile Monthus

Markov processes with stochastic resetting towards the origin generically converge towards non-equilibrium steady-states. Long dynamical trajectories can be thus analyzed via the large deviations at Level 2.5 for the joint probability of…

Statistical Mechanics · Physics 2021-05-07 Cecile Monthus

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

The paper considers some class of dynamical systems that called density systems. For such systems the derivative of quadratic function depends on so-called density function. The density function is used to set the properties of phase space,…

Systems and Control · Electrical Eng. & Systems 2023-04-12 Igor Furtat

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…

Analysis of PDEs · Mathematics 2014-10-24 Vojkan Jaksic , Vahagn Nersesyan , Claude-Alain Pillet , Armen Shirikyan

We consider a class of deterministic local collisional dynamics, showing how to approximate them by means of stochastic models and then studying the fluctuations of the current of energy. We show first that the variance of the…

Mathematical Physics · Physics 2015-05-19 Raphael Lefevere , Mauro Mariani , Lorenzo Zambotti

For a class of locally (but not necessarily uniformly) Lipschitz continuous $d$-dimensional observables over a Gibbs-Markov system, we show that convergence of (suitably normalized and centered) ergodic sums to a non-Gaussian stable vector…

Dynamical Systems · Mathematics 2021-10-05 David Kocheim , Fabian Pühringer , Roland Zweimüller

We establish a large deviation principle for a reflected Poisson driven SDE. Our motivation is to study in a forthcoming paper the problem of exit of such a process from the basin of attraction of a locally stable equilibrium associated…

Probability · Mathematics 2020-03-09 Etienne Pardoux , Brice Samegni-Kepgnou