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university of Provence - Aix-Marseille I |  |
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university of Provence - Aix-Marseille I | |
| HAL: hal-00706802, version 1 |
| arXiv: 1203.5930 |
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| Large deviations for the empirical measure of Markov renewal processes |
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| Mauro Mariani 1Yuhao Shen 2 |
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| (2012-03-27) |
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| A large deviations principle is established for the joint law of the empirical measure and the flow measure of a renewal Markov process on a finite graph. We do not assume any bound on the arrival times, allowing heavy tailed distributions. In particular, the rate functional is in general degenerate (it has a nontrivial set of zeros) and not strictly convex. These features show a behavior highly different from what one may guess with a heuristic Donsker-Varadhan analysis of the problem. |
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| 1: | Laboratoire d'Analyse, Topologie, Probabilités (LATP) |
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CNRS : UMR6632 – Université de Provence - Aix-Marseille I – Université Paul Cézanne - Aix-Marseille III |
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| 2: | Laboratoire de Probabilités et Modèles Aléatoires (LPMA) |
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CNRS : UMR7599 – Université Pierre et Marie Curie [UPMC] - Paris VI – Université Paris VII - Paris Diderot |
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| Subject | : | Mathematics/Probability |
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| Fulltext link: |
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| http://fr.arXiv.org/abs/1203.5930 |
| hal-00706802, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00706802 | |
| oai:hal.archives-ouvertes.fr:hal-00706802 | |
| From: Lorenzo Zambotti | |
| Submitted on: Monday, 11 June 2012 15:43:11 | |
| Updated on: Monday, 11 June 2012 15:43:11 | |
