The Large Deviation Principle for the On–off Weibull Sojourn Process
نویسنده
چکیده
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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تاریخ انتشار 2007