Mathematics – Probability
Scientific paper
2009-10-30
Mathematics
Probability
11 pages, 3 figures
Scientific paper
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.
Kesseböhmer Marc
Tang Lidong
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