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

DOI10.1239/JAP/1208358955zbMATH Open1137.60012OpenAlexW2157699340MaRDI QIDQ5459912FDOQ5459912

Authors: Ken R. Duffy, Artem Sapozhnikov 

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

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zbMATH Keywords

large deviationnonconvex rate functionnonlinear scaleWeibull sojourn source

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Large deviations of sums of independent random variables
• Large deviations and strong mixing
• Functional Erdős-Rényi laws for semiexponential random variables

Cited In (7)

• Large deviations for some non-standard telegraph processes
• Fluctuations in interacting particle systems with memory
• Large deviations of means of heavy-tailed random variables with finite moments of all orders
• Large deviations for a damped telegraph process
• Logarithmic asymptotics for multidimensional extremes under nonlinear scalings
• Sample path large deviations for Lévy processes and random walks with Weibull increments
• Estimating Loynes' exponent

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