A renewal version of the Sanov theorem

Abstract : Large deviations for the local time of a process Xt are investigated, where Xt = xi for t ∈ [Si−1, Si[ and (xj) are i.i.d. random variables on a Polish space, Sj is the j-th arrival time of a renewal process depending on (xj). No moment conditions are assumed on the arrival times of the renewal process.
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Mauro Mariani, Lorenzo Zambotti. A renewal version of the Sanov theorem. Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2014, 19, pp.1-13. ⟨10.1214/ECP.v19-3325⟩. ⟨hal-01316539⟩

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