Duffy, Ken R. and Sapozhnikov, Artem (2008) The large deviation principle for the On/Off Weibull Sojourn Process. Journal of Applied Probalility, 45 (1). pp. 107-117. ISSN 0021-9002
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Abstract
This article proves that the on-off renewal process with Weibull sojourn times satisfies the large deviation principle on a non-linear 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 LDP with non-trivial rate functions on more than one time scale.
| Item Type: | Article |
|---|---|
| Keywords: | On/Off Weibull Sojourn Process; Large deviation principle (LDP); Bernoulli process; Hamilton Institute. |
| Academic Unit: | Faculty of Science and Engineering > Computer Science Faculty of Science and Engineering > Research Institutes > Hamilton Institute Faculty of Science and Engineering > Mathematics and Statistics |
| Item ID: | 1700 |
| Depositing User: | Hamilton Editor |
| Date Deposited: | 01 Dec 2009 13:02 |
| Journal or Publication Title: | Journal of Applied Probalility |
| Publisher: | Applied Probability Trust |
| Refereed: | Yes |
| URI: | |
| Use Licence: | This item is available under a Creative Commons Attribution Non Commercial Share Alike Licence (CC BY-NC-SA). Details of this licence are available here |
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