Large deviations for renewal processes

Abstract : We investigate large deviations for the empirical measure of the forward and backward recurrence time processes associated with a classical renewal process with arbitrary waiting-time distribution. The Donsker-Varadhan theory cannot be applied in this case, and indeed it turns out that the large deviations rate functional differs from the one suggested by such a theory. In particular, a non-strictly convex and non-analytic rate functional is obtained.
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Preprints, Working Papers, ...
2010
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https://hal.archives-ouvertes.fr/hal-00520234
Contributor : Lorenzo Zambotti <>
Submitted on : Wednesday, September 22, 2010 - 4:14:33 PM
Last modification on : Wednesday, October 12, 2016 - 1:02:42 AM

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  • HAL Id : hal-00520234, version 1
  • ARXIV : 1009.2659

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Raphael Lefevere, Mauro Mariani, Lorenzo Zambotti. Large deviations for renewal processes. 2010. 〈hal-00520234〉

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