کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1155864 | 958779 | 2011 | 29 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Large deviations for renewal processes
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
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.
► We study large deviations for the empirical measure of renewal processes.
► The rate functional is not the one suggested by the Donsker–Varadhan theory.
► A non-strictly convex and non-analytic rate functional is obtained.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 121, Issue 10, October 2011, Pages 2243–2271
Journal: Stochastic Processes and their Applications - Volume 121, Issue 10, October 2011, Pages 2243–2271
نویسندگان
Raphaël Lefevere, Mauro Mariani, Lorenzo Zambotti,