{
  "id": "1009.2659",
  "version": "v2",
  "published": "2010-09-14T13:35:31.000Z",
  "updated": "2010-09-21T13:32:29.000Z",
  "title": "Large deviations for renewal processes",
  "authors": [
    "Raphael Lefevere",
    "Mauro Mariani",
    "Lorenzo Zambotti"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2010-09-21T13:32:29.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60F10",
      "60K05"
    ],
    "keywords": [
      "renewal processes",
      "large deviations rate functional differs",
      "non-analytic rate functional",
      "backward recurrence time processes"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2010arXiv1009.2659L"
    }
  }
}