A renewal version of the Sanov theorem
Résumé
Large deviations for the local time of a process Xt are investigated, where Xt = xi for t ∈ [Si−1, Si[ and (xj) are i.i.d. random variables on a Polish space, Sj is the j-th arrival time of a renewal process depending on (xj). No moment conditions are assumed on the arrival times of the renewal process.
Domaines
Mathématiques [math]
Origine : Publication financée par une institution
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