A Renewal version of the Sanov theorem

Abstract

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

13 pages

References in corpus (2)

• Large deviations of the current in stochastic collisional dynamics
• Large deviations for a random speed particle

Cited by in corpus (4)

• Large Deviations in Discrete-Time Renewal Theory
• Large deviation principles for renewal-reward processes
• The explicit form of the rate function for semi-Markov processes and its contractions
• Asymptotic deviation bounds for cumulative processes