scholarly journals Large deviation principles of one-dimensional maps for Hölder continuous potentials

2014 ◽  
Vol 36 (1) ◽  
pp. 127-141 ◽  
Author(s):  
HUAIBIN LI
Keyword(s):  
Large Deviation Principle ◽  
Large Deviation ◽  
Weak Form ◽  
Periodic Points ◽  
Hölder Continuous ◽  
One Dimensional ◽  
Deviation Principle ◽  
Large Deviation Principles ◽  
One Dimensional Maps ◽  
Level 2

We show some level-2 large deviation principles for real and complex one-dimensional maps satisfying a weak form of hyperbolicity. More precisely, we prove a large deviation principle for the distribution of iterated preimages, periodic points, and Birkhoff averages.

scholarly journals Large deviation principles for non-uniformly hyperbolic rational maps

2010 ◽  
Vol 31 (2) ◽  
pp. 321-349 ◽  
Author(s):  
HENRI COMMAN ◽  
JUAN RIVERA-LETELIER
Keyword(s):  
Large Deviation ◽  
Periodic Points ◽  
Rational Maps ◽  
Pressure Function ◽  
Hölder Continuous ◽  
Large Deviation Principles ◽  
Continuous Potential ◽  
Uniform Hyperbolicity ◽  
Level 2 ◽  
Unique Equilibrium State

AbstractWe show some level-2 large deviation principles for rational maps satisfying a strong form of non-uniform hyperbolicity, called ‘Topological Collet–Eckmann’. More precisely, we prove a large deviation principle for the distribution of iterated preimages, periodic points, and Birkhoff averages. For this purpose we show that each Hölder continuous potential admits a unique equilibrium state, and that the pressure function can be characterized in terms of iterated preimages, periodic points, and Birkhoff averages. Then we use a variant of a general result of Kifer.

scholarly journals Unique equilibrium states, large deviations and Lyapunov spectra for the Katok map

2020 ◽  
pp. 1-38
Author(s):  
TIANYU WANG
Keyword(s):  
Equilibrium State ◽  
Level Sets ◽  
Additional Condition ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Thermodynamic Formalism ◽  
Hölder Continuous ◽  
Lyapunov Spectra ◽  
Continuous Potential ◽  
Level 2

We study the thermodynamic formalism of a $C^{\infty }$ non-uniformly hyperbolic diffeomorphism on the 2-torus, known as the Katok map. We prove for a Hölder continuous potential with one additional condition, or geometric $t$ -potential $\unicode[STIX]{x1D711}_{t}$ with $t<1$ , the equilibrium state exists and is unique. We derive the level-2 large deviation principle for the equilibrium state of $\unicode[STIX]{x1D711}_{t}$ . We study the multifractal spectra of the Katok map for the entropy and dimension of level sets of Lyapunov exponents.

LARGE DEVIATIONS FOR SMALL PERTURBATIONS OF SDES WITH NON-MARKOVIAN COEFFICIENTS AND THEIR APPLICATIONS

2006 ◽  
Vol 06 (04) ◽  
pp. 487-520 ◽  
Author(s):  
FUQING GAO ◽  
JICHENG LIU
Keyword(s):  
Large Deviations ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Wiener Space ◽  
Small Perturbations ◽  
Deviation Principle ◽  
Large Deviation Principles ◽  
Sobolev Norms

We prove large deviation principles for solutions of small perturbations of SDEs in Hölder norms and Sobolev norms, where the SDEs have non-Markovian coefficients. As an application, we obtain a large deviation principle for solutions of anticipating SDEs in terms of (r, p) capacities on the Wiener space.

LARGE DEVIATION PRINCIPLES FOR ISOTROPIC STOCHASTIC FLOW OF HOMEOMORPHISMS ON Sd

2010 ◽  
Vol 10 (04) ◽  
pp. 465-495 ◽  
Author(s):  
TIANGE XU ◽  
TUSHENG ZHANG
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Vector Fields ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Stochastic Flow ◽  
Deviation Principle ◽  
Large Deviation Principles

In this paper, we obtain a large deviation principle for the flow of homeomorphisms of the stochastic differential equations on the sphere Sd associated with the critical Sobolev Brownian vector fields.

scholarly journals Large deviation principle in one-dimensional dynamics

2019 ◽  
Vol 218 (3) ◽  
pp. 853-888
Author(s):  
Yong Moo Chung ◽  
Juan Rivera-Letelier ◽  
Hiroki Takahasi
Keyword(s):  
Large Deviation Principle ◽  
Large Deviation ◽  
One Dimensional ◽  
Deviation Principle

scholarly journals Large deviations for the Ornstein-Uhlenbeck process with shift

2015 ◽  
Vol 47 (03) ◽  
pp. 880-901 ◽  
Author(s):  
Bernard Bercu ◽  
Adrien Richou
Keyword(s):  
Maximum Likelihood ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Rate Function ◽  
Maximum Likelihood Estimates ◽  
Shift Parameter ◽  
Uhlenbeck Process ◽  
Deviation Principle ◽  
Large Deviation Principles ◽  
Ornstein Uhlenbeck Process

We investigate the large deviation properties of the maximum likelihood estimators for the Ornstein-Uhlenbeck process with shift. We propose a new approach to establish large deviation principles which allows us, via a suitable transformation, to circumvent the classical nonsteepness problem. We estimate simultaneously the drift and shift parameters. On the one hand, we prove a large deviation principle for the maximum likelihood estimates of the drift and shift parameters. Surprisingly, we find that the drift estimator shares the same large deviation principle as the estimator previously established for the Ornstein-Uhlenbeck process without shift. Sharp large deviation principles are also provided. On the other hand, we show that the maximum likelihood estimator of the shift parameter satisfies a large deviation principle with a very unusual implicit rate function.

scholarly journals Large Deviations and Gradient Flows for the Brownian One-Dimensional Hard-Rod System

2021 ◽  
Author(s):  
Mark Peletier ◽  
Nir Gavish ◽  
Pierre Nyquist
Keyword(s):  
Large Deviation Principle ◽  
Interacting Particle Systems ◽  
Volume Fraction ◽  
Large Deviation ◽  
Finite Size ◽  
Empirical Measure ◽  
Clear Understanding ◽  
One Dimensional ◽  
Deviation Principle ◽  
Rod System

AbstractWe study a system of hard rods of finite size in one space dimension, which move by Brownian noise while avoiding overlap. We consider a scaling in which the number of particles tends to infinity while the volume fraction of the rods remains constant; in this limit the empirical measure of the rod positions converges almost surely to a deterministic limit evolution. We prove a large-deviation principle on path space for the empirical measure, by exploiting a one-to-one mapping between the hard-rod system and a system of non-interacting particles on a contracted domain. The large-deviation principle naturally identifies a gradient-flow structure for the limit evolution, with clear interpretations for both the driving functional (an ‘entropy’) and the dissipation, which in this case is the Wasserstein dissipation. This study is inspired by recent developments in the continuum modelling of multiple-species interacting particle systems with finite-size effects; for such systems many different modelling choices appear in the literature, raising the question how one can understand such choices in terms of more microscopic models. The results of this paper give a clear answer to this question, albeit for the simpler one-dimensional hard-rod system. For this specific system this result provides a clear understanding of the value and interpretation of different modelling choices, while giving hints for more general systems.

scholarly journals Large deviations for the Ornstein-Uhlenbeck process with shift

2015 ◽  
Vol 47 (3) ◽  
pp. 880-901 ◽  
Author(s):  
Bernard Bercu ◽  
Adrien Richou
Keyword(s):  
Maximum Likelihood ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Rate Function ◽  
Maximum Likelihood Estimates ◽  
Shift Parameter ◽  
Uhlenbeck Process ◽  
Deviation Principle ◽  
Large Deviation Principles ◽  
Ornstein Uhlenbeck Process

We investigate the large deviation properties of the maximum likelihood estimators for the Ornstein-Uhlenbeck process with shift. We propose a new approach to establish large deviation principles which allows us, via a suitable transformation, to circumvent the classical nonsteepness problem. We estimate simultaneously the drift and shift parameters. On the one hand, we prove a large deviation principle for the maximum likelihood estimates of the drift and shift parameters. Surprisingly, we find that the drift estimator shares the same large deviation principle as the estimator previously established for the Ornstein-Uhlenbeck process without shift. Sharp large deviation principles are also provided. On the other hand, we show that the maximum likelihood estimator of the shift parameter satisfies a large deviation principle with a very unusual implicit rate function.

Large deviation principles for connectable receivers in wireless networks

2016 ◽  
Vol 48 (4) ◽  
pp. 1061-1094 ◽  
Author(s):  
Christian Hirsch ◽  
Benedikt Jahnel ◽  
Paul Keeler ◽  
Robert I. A. Patterson
Keyword(s):  
Wireless Networks ◽  
Importance Sampling ◽  
Point Processes ◽  
Large Deviation Principle ◽  
Large Deviation ◽  
Empirical Measure ◽  
Deviation Principle ◽  
Large Deviation Principles ◽  
Sampling Algorithms ◽  
Connectivity Threshold

AbstractWe study large deviation principles for a model of wireless networks consisting of Poisson point processes of transmitters and receivers. To each transmitter we associate a family of connectable receivers whose signal-to-interference-and-noise ratio is larger than a certain connectivity threshold. First, we show a large deviation principle for the empirical measure of connectable receivers associated with transmitters in large boxes. Second, making use of the observation that the receivers connectable to the origin form a Cox point process, we derive a large deviation principle for the rescaled process of these receivers as the connection threshold tends to 0. Finally, we show how these results can be used to develop importance sampling algorithms that substantially reduce the variance for the estimation of probabilities of certain rare events such as users being unable to connect.

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