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arXiv · 1605.05996

On the large deviations theorem of weaker types

Xinxing Wu·Xiong Wang
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Abstract

In this paper, we introduce the concepts of the large deviations theorem of weaker types, i.e., type I, type I', type II, type II', type III, and type III', and present a systematic study of the ergodic and chaotic properties of dynamical systems satisfying the large eviations theorem of various types. Some characteristics of the ergodic measure are obtained and then applied to prove that every dynamical system satisfying the large deviations theorem of type I' is ergodic, which is equivalent to the large deviations theorem of type II' in this regard, and that every uniquely ergodic dynamical system restricted on its support satisfies the large deviations theorem. Moreover, we prove that every dynamical system satisfying the large deviations theorem of type III is an $E$-system. Finally, we show that a dynamical system satisfying the central limit theorem, introduced in [Y. Niu, Y. Wang, Statist. Probab. Lett., {\bf 80} (2010), 1180--1184], does not exist.

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Xinxing Wu, Xiong Wang. 2016-05-18. On the large deviations theorem of weaker types. https://doi.org/10.1142/s0218127417501279

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