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.
Type de document :
Pré-publication, Document de travail
2010
Liste complète des métadonnées

https://hal.archives-ouvertes.fr/hal-00520234
Contributeur : Lorenzo Zambotti <>
Soumis le : mercredi 22 septembre 2010 - 16:14:33
Dernière modification le : mercredi 12 octobre 2016 - 01:02:42

Identifiants

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

Collections

Citation

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

Partager

Métriques

Consultations de la notice

84