Large deviations in dynamical systems and stochastic processes

Kifer, Yuri

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

Large deviations in dynamical systems and stochastic processes
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Trans. Amer. Math. Soc. 321 (1990), 505-524 Request permission

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.

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