The Large Deviation Principle for the On-Off Weibull Sojourn Process
2008 ◽
Vol 45
(01)
◽
pp. 107-117
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Keyword(s):
This article proves that the on-off renewal process with Weibull 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.
2008 ◽
Vol 45
(1)
◽
pp. 107-117
◽
Keyword(s):
2015 ◽
Vol 52
(1)
◽
pp. 68-81
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2005 ◽
Vol 42
(01)
◽
pp. 267-274
◽
2011 ◽
Vol 13
(02)
◽
pp. 235-268
◽
2005 ◽
Vol 42
(1)
◽
pp. 267-274
◽
1993 ◽
Vol 05
(04)
◽
pp. 659-692
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Keyword(s):