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Large deviations for the empirical measure of heavy-tailed Markov renewal processes

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Publication:2830874
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DOI10.1017/APR.2016.21zbMath1351.60031arXiv1203.5930OpenAlexW1506984144MaRDI QIDQ2830874

Mauro Mariani, Lorenzo Zambotti

Publication date: 1 November 2016

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.5930


zbMATH Keywords

Markov renewal processlarge deviationsheavy tailsempirical measure


Mathematics Subject Classification ID

Large deviations (60F10) Markov renewal processes, semi-Markov processes (60K15)


Related Items (5)

Large deviations for the empirical measure and empirical flow of Markov renewal processes with a countable state space ⋮ Revisiting classical and quantum disordered systems from the unifying perspective of large deviations ⋮ Large deviations at various levels for run-and-tumble processes with space-dependent velocities and space-dependent switching rates ⋮ The explicit form of the rate function for semi-Markov processes and its contractions ⋮ Large deviations for Markov processes with stochastic resetting: analysis via the empirical density and flows or via excursions between resets







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