The Large Deviation Principle for the On-Off Weibull Sojourn Process

DOI10.1239/jap/1208358955zbMath1137.60012OpenAlexW2157699340MaRDI QIDQ5459912

Artëm Sapozhnikov, Ken R. Duffy

Publication date: 30 April 2008

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

Full work available at URL: https://doi.org/10.1239/jap/1208358955

zbMATH Keywords

large deviationnonconvex rate functionnonlinear scaleWeibull sojourn source

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic processes (60G99)

Related Items (7)

Large deviations for some non-standard telegraph processes ⋮ Large Deviations for a Damped Telegraph Process ⋮ Estimating Loynes' exponent ⋮ Fluctuations in interacting particle systems with memory ⋮ Sample path large deviations for Lévy processes and random walks with Weibull increments ⋮ Large deviations of means of heavy-tailed random variables with finite moments of all orders ⋮ Logarithmic Asymptotics for Multidimensional Extremes Under Nonlinear Scalings

Cites Work

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• Functional Erdős-Rényi laws for semiexponential random variables
• Large deviations and strong mixing
• Large deviations of sums of independent random variables

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