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2014 A renewal version of the Sanov theorem
Mauro Mariani, Lorenzo Zambotti
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Electron. Commun. Probab. 19: 1-13 (2014). DOI: 10.1214/ECP.v19-3325

Abstract

Large deviations for the local time of a process $X_i$ are investigated, where $X_i=x_i$ for $t∈[S_{i-1},S_i[$ 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.

Citation

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Mauro Mariani. Lorenzo Zambotti. "A renewal version of the Sanov theorem." Electron. Commun. Probab. 19 1 - 13, 2014. https://doi.org/10.1214/ECP.v19-3325

Information

Accepted: 8 October 2014; Published: 2014
First available in Project Euclid: 7 June 2016

zbMATH: 1307.60121
MathSciNet: MR3269169
Digital Object Identifier: 10.1214/ECP.v19-3325

Subjects:
Primary: 60K05
Secondary: 60F10

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