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A renewal version of the Sanov theorem

   
@article{ECP3325,
	author = {Mauro Mariani and Lorenzo Zambotti},
	title = {A renewal version of the Sanov theorem},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {19},
	year = {2014},
	keywords = {Large deviations; Renewal processes, Sanov Theorem, Heavy tails},
	abstract = {Large deviations for the local time of a process X(t) are investigated, where X(t)=xi for t∈[Si-1,Si[ 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.},
	pages = {no. 69, 1-13},
	issn = {1083-589X},
	doi = {10.1214/ECP.v19-3325},    
        url = {http://ecp.ejpecp.org/article/view/3325}}