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

DOI10.1239/JAP/1208358955MaRDI QIDQ5459912zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

large deviationnonconvex rate functionnonlinear scaleWeibull sojourn source

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• Functional Erdős-Rényi laws for semiexponential random variables
• Large deviations and strong mixing
• Large deviations of sums of independent 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
• Sample path large deviations for Lévy processes and random walks with Weibull increments
• Logarithmic asymptotics for multidimensional extremes under nonlinear scalings
• Estimating Loynes' exponent
• Large deviations for a damped telegraph process

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