The Large Deviation Principle for the On-Off Weibull Sojourn Process
نویسندگان
چکیده
منابع مشابه
The Large Deviation Principle for the On–off Weibull Sojourn Process
This article proves that the on–off renewal process withWeibull sojourn times satisfies the large deviation principle on a nonlinear scale. Unusually, its rate function is not convex. Apart from on a compact set, the rate function is infinite, which enables us to construct natural processes that satisfy the large deviation principle with nontrivial rate functions on more than one time scale.
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ژورنال
عنوان ژورنال: Journal of Applied Probability
سال: 2008
ISSN: 0021-9002,1475-6072
DOI: 10.1239/jap/1208358955