| Autor: |
Lefevere, Raphael, Mariani, Mauro, Zambotti, Lorenzo |
| Rok vydání: |
2010 |
| Předmět: |
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| Druh dokumentu: |
Working Paper |
| Popis: |
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. |
| Databáze: |
arXiv |
| Externí odkaz: |
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