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A renewal version of the Sanov theorem


 
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1. Title Title of document A renewal version of the Sanov theorem
 
2. Creator Author's name, affiliation, country Mauro Mariani; La Sapienza University of Rome; Italy
 
2. Creator Author's name, affiliation, country Lorenzo Zambotti; Université Pierre et Marie Curie; France
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Large deviations; Renewal processes, Sanov Theorem, Heavy tails
 
3. Subject Subject classification 60K05; 60F10
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2014-10-08
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/3325
 
10. Identifier Digital Object Identifier 10.1214/ECP.v19-3325
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 19
 
12. Language English=en en
 
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