Large deviations from a stationary measure for a class of dissipative PDE's with random kicks
Vojkan Jaksic, Vahagn Nersesyan (LM-Versailles), Claude-Alain Pillet, (CPT), Armen Shirikyan (AGM)

TL;DR
This paper establishes a large deviation principle for occupation measures of dissipative PDEs with random kicks, demonstrating how solutions deviate from their stationary measure over time.
Contribution
It introduces a large deviation framework for dissipative PDEs with non-degenerate random forcing, extending understanding of their long-term probabilistic behavior.
Findings
Proves a large deviation principle for occupation measures
Uses Kifer's criterion and Lyapunov-Schmidt reduction
Shows uniqueness of stationary measure under non-degenerate forcing
Abstract
We study a class of dissipative PDE's perturbed by a bounded random kick force. It is assumed that the random force is non-degenerate, so that the Markov process obtained by the restriction of solutions to integer times has a unique stationary measure. The main result of the paper is a large deviation principle for occupation measures of the Markov process in question. The proof is based on Kifer's large deviation criterion, a Lyapunov-Schmidt type reduction, and an abstract result on large-time asymptotic for generalised Markov semigroups.
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Taxonomy
TopicsMathematical Dynamics and Fractals · Quantum chaos and dynamical systems · Stochastic processes and financial applications
