Large deviations in dynamical systems and stochastic processes

Author:

Kifer Yuri

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.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,General Mathematics

Reference25 articles.

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