The LDP for the on/off Weibull sojourn process
نویسندگان
چکیده
The averages {nSn = n −1 ∑n i=1 Yi} of many real-valued processes are known to satisfy the LDP, including {Yi} being i.i.d. random variables or satisfying mixing conditions that are broad enough to encompass Doeblin recurrent Markov chains (e.g. Bryc and Dembo [1]). If the tail of the distribution of Y1 decays no slower than an exponential, then the scale for the LDP is the number of summands, n, and, typically, the rate function is convex. If the
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