Large deviations in dynamical systems and stochastic processes

Yuri Kifer

doi:10.1090/S0002-9947-1990-1025756-7

Large deviations in dynamical systems and stochastic processes

Yuri Kifer^*

^*Corresponding author for this work

Einstein Institute of Mathematics

Research output: Contribution to journal › Article › peer-review

161 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 language	English
Pages (from-to)	505-524
Number of pages	20
Journal	Transactions of the American Mathematical Society
Volume	321
Issue number	2
DOIs	https://doi.org/10.1090/S0002-9947-1990-1025756-7
State	Published - Oct 1990

Keywords

Hyperbolic dynamical systems
Large deviations
Markov processes

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10.1090/S0002-9947-1990-1025756-7

Cite this

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AB - 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.

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KW - Large deviations

KW - Markov processes

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Large deviations in dynamical systems and stochastic processes

Abstract

Keywords

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