Large deviations for the empirical measure of Markov renewal processes

Abstract : 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.
Type de document :
Pré-publication, Document de travail
2012
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https://hal.archives-ouvertes.fr/hal-00706802
Contributeur : Lorenzo Zambotti <>
Soumis le : lundi 11 juin 2012 - 15:43:11
Dernière modification le : lundi 29 mai 2017 - 14:26:57

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  • HAL Id : hal-00706802, version 1
  • ARXIV : 1203.5930

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Citation

Mauro Mariani, Yuhao Shen, Lorenzo Zambotti. Large deviations for the empirical measure of Markov renewal processes. 2012. <hal-00706802>

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