Large deviations in dynamical systems and stochastic processes

Yuri Kifer*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

151 Scopus citations

Abstract

The paper exhibits a unified approach to large deviations of dynamical systems and stochastic processes based on the existence of a pressure functional and on the uniqueness of equilibrium states for certain dense sets of functions. This enables us to generalize recent results from [OP, Y, and D] on large deviations for dynamical systems, as well, as to recover Donsker- Varadhan’s [DV2] large deviation estimates for Markov processes.

Original languageEnglish
Pages (from-to)505-524
Number of pages20
JournalTransactions of the American Mathematical Society
Volume321
Issue number2
DOIs
StatePublished - Oct 1990

Keywords

  • Hyperbolic dynamical systems
  • Large deviations
  • Markov processes

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