Large deviations for short recurrence
For a \(\psi\)-mixing dynamical system consider the function \(\tau(C_{n})/n, n=1,2,\dots\), where \(\tau(C_{n})\) is the first return time of a cylinder \(C_{n}\) to itself. \textit{B. Saussol, S. Troubetzkoy} and \textit{S. Vaienti} [J. Stat. Phys. 106, No. 3--4, 623--634 (2002; Zbl 1138.37300)] proved that \(\lim_{n\rightarrow\infty}\tau(C_{n})/n\) exists and is constant a.e. if the \(C_{n}\) are chosen in a descending sequence of cylinders around a given point. The present authors prove upper and lower bounds for the corresponding large deviation function. Actually, under mild assumptions they compute the large deviation function directly. The free energy function of \(\tau(C_{n})/n\) is also computed. Several examples illustrate the results obtained.
- Matching strings in encoded sequences
- Speed of convergence for laws of rare events and escape rates
- Large deviation for return times
- From the divergence between two measures to the shortest path between two observables
- The Rényi entropy function and the large deviation of short return times
- From rates of mixing to recurrence times via large deviations
- The extremal index, hitting time statistics and periodicity
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