LARGE DEVIATIONS FOR RENEWAL PROCESSES

@article{Lefevere2010LARGEDF,
  title={LARGE DEVIATIONS FOR RENEWAL PROCESSES},
  author={Raphael Lefevere and Mauro Mariani and Lorenzo Zambotti},
  journal={Stochastic Processes and their Applications},
  year={2010},
  volume={121},
  pages={2243-2271}
}
We investigate large deviations for the empirical measure of the forward and backward recurrence time processes associated with a classical renewal process with arbitrary waiting-time distribution. The Donsker-Varadhan theory cannot be applied in this case, and indeed it turns out that the large deviations rate functional differs from the one suggested by such a theory. In particular, a non-strictly convex and non-analytic rate functional is obtained. 
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