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It has often been observed that the Multifractal Formalism and the Large Deviation Principles are intimately related. In fact, Multifractal Formalism was heuristically derived using the Large Deviations ideas. In numerous examples in which…

动力系统 · 数学 2025-11-11 Mirmukhsin Makhmudov , Evgeny Verbitskiy , Qian Xiao

We consider finite-dimensional systems of linear stochastic differential equations ${\partial_t}{x_k}\left( t \right) = {A_{kp}}\left( t \right){x_p}\left( t \right)$, ${\bf A}(t)$ being a stationary continuous statistically isotropic…

概率论 · 数学 2023-10-26 A. S. Il'yn , A. V. Kopyev , V. A. Sirota , K. P. Zybin

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…

统计力学 · 物理学 2021-05-12 Cecile Monthus

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…

动力系统 · 数学 2026-05-26 Gunther Cornelissen , Sun Woo Park

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.

概率论 · 数学 2013-02-21 Yuri Kifer , S. R. S. Varadhan

We study a precise large deviation principle for a stationary regularly varying sequence of random variables. This principle extends the classical results of A.V. Nagaev (1969) and S.V. Nagaev (1979) for iid regularly varying sequences. The…

统计理论 · 数学 2012-06-11 Thomas Mikosch , Olivier Wintenberger

Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…

概率论 · 数学 2021-09-21 Mikola C. Schlottke

We deal with germs of diffeomorphisms that are reversible under an involution. We establish that this condition implies that, in general, both the family of reversing symmetries and the group of symmetries are not finite, in contrast with…

动力系统 · 数学 2020-07-14 Patrícia H. Baptistelli , Isabel S. Labouriau , Miriam Manoel

We get back to the computation of the leading finite size corrections to some random link matching problems, first adressed by Mezard and Parisi [J. Physique 48 (1987) 1451-1459]. In the so-called bipartite case, their result is in…

无序系统与神经网络 · 物理学 2009-11-07 G. Parisi , M. Ratieville

Enumeration of various types of lattice polygons and in particular polyominoes is of primary importance in many machine learning, pattern recognition, and geometric analysis problems. In this work, we develop a large deviation principle for…

概率论 · 数学 2018-04-20 Ilya Soloveychik , Vahid Tarokh

We establish statistical limit theorems for equilibrium states of Axiom A diffeomorphisms, derived from the spectral gap of the Ruelle transfer operator established in Part I (Thiam2026a) and transferred to smooth dynamics through the…

动力系统 · 数学 2026-05-19 Abdoulaye Thiam

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…

数学物理 · 物理学 2011-12-08 Joel L. Lebowitz

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…

偏微分方程分析 · 数学 2014-10-24 Vojkan Jaksic , Vahagn Nersesyan , Claude-Alain Pillet , Armen Shirikyan

We obtain large deviations estimates for both sequential and random compositions of intermittent maps. We also address the question of whether or not centering is necessary for the quenched central limit theorems (CLT) obtained by Nicol,…

动力系统 · 数学 2020-08-14 Matthew Nicol , Felipe Perez Pereira , Andrew Torok

We provide Large Deviation estimates for the bridge of a $d$-dimensional general diffusion process as the conditioning time tends to $0$ and apply these results to the evaluation of the asymptotics of its exit time probabilities. We are…

概率论 · 数学 2014-06-19 Paolo Baldi , Lucia Caramellino , Maurizia Rossi

We rigorously show that the probability to have a specific trajectory of an externally perturbed classical open system satisfies a universal symmetry for Liouvillian reversible dynamics. It connects the ratio between the probabilities of…

统计力学 · 物理学 2012-02-28 Takaaki Monnai

We consider a diffusion process on $\mathbb R^n$ and prove a large deviation principle for the empirical process in the joint limit in which the time window diverges and the noise vanishes. The corresponding rate function is given by the…

概率论 · 数学 2024-12-31 Lorenzo Bertini , Davide Gabrielli , Claudio Landim

We study the large deviations principle for one dimensional, continuous, homogeneous, strong Markov processes that do not necessarily behave locally as a Wiener process. Any strong Markov process $X_{t}$ in $\mathbb{R}$ that is continuous…

概率论 · 数学 2011-07-19 Konstantinos Spiliopoulos

We develop a unified theory to analyze the microcanonical ensembles with several constraints given by unbounded observables. Several interesting phenomena that do not occur in the single constraint case can happen under the multiple…

概率论 · 数学 2019-01-24 Kyeongsik Nam

The volume contraction in dissipative reversible transitive Anosov flows obeys a large deviation rule (fluctuation theorem).

chao-dyn · 物理学 2008-02-03 Guido Gentile