large deviation principle
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Author(s):  
Paola Bermolen ◽  
Valeria Goicoechea ◽  
Matthieu Jonckheere ◽  
Ernesto Mordecki

2021 ◽  
pp. 1-12
Author(s):  
YONG MOO CHUNG ◽  
KENICHIRO YAMAMOTO

Abstract We show that a piecewise monotonic map with positive topological entropy satisfies the level-2 large deviation principle with respect to the unique measure of maximal entropy under the conditions that the corresponding Markov diagram is irreducible and that the periodic measures of the map are dense in the set of ergodic measures. This result can apply to a broad class of piecewise monotonic maps, such as monotonic mod one transformations and piecewise monotonic maps with two monotonic pieces.


2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Ibrahima Sane ◽  
Alassane Diedhiou

Abstract We provide a large deviation principle on the stochastic differential equations with reflecting Wentzel boundary condition if δ ε {\frac{\delta}{\varepsilon}} tends to 0 when the two parameters δ (homogenization parameter) and ε (the large deviations parameter) tend to zero. Here, we suppose that the homogenization parameter converges sufficiently quickly more than the large deviations parameter. Furthermore, we will make explicit the associated rate function.


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