Large deviations for the local time of a process X(t) are investigated, where X(t)=xi for t∈[Si-1,Si[ and (x_j) are i.i.d. random variables on a Polish space, S_j is the j-th arrival time of a renewal process depending on (x_j). No moment conditions are assumed on the arrival times of the renewal process.
A Renewal version of the Sanov theorem / Mariani, Mauro; L., Zambotti. - In: ELECTRONIC COMMUNICATIONS IN PROBABILITY. - ISSN 1083-589X. - ELETTRONICO. - 19:(2014), pp. 1-13. [10.1214/ECP.v19-3325]
A Renewal version of the Sanov theorem
MARIANI, Mauro;
2014
Abstract
Large deviations for the local time of a process X(t) are investigated, where X(t)=xi for t∈[Si-1,Si[ and (x_j) are i.i.d. random variables on a Polish space, S_j is the j-th arrival time of a renewal process depending on (x_j). No moment conditions are assumed on the arrival times of the renewal process.File allegati a questo prodotto
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