Large deviations asymptotics for large waiting times

Marc Kesseböhmer; Lidong Tang

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arXiv · 0910.5906

Large deviations asymptotics for large waiting times

Marc Kesseböhmer·Lidong Tang

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Abstract

In this paper we investigate the statistics of large waiting times (with respect to the total waiting time) for Bernoulli processes. We determine the corresponding rate functions explicitly and prove a large deviations asymptotic. By this we have estabished a large deviation principle for which the rate function is not the Legendre transform of some free energy function.

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BibTeX RIS

Marc Kesseböhmer, Lidong Tang. 2009-10-30. Large deviations asymptotics for large waiting times. https://arxiv.org/abs/0910.5906

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