%0 Journal Article
%T Large deviations for renewal processes
%A Raphael Lefevere
%A Mauro Mariani
%A Lorenzo Zambotti
%J Mathematics
%D 2010
%I arXiv
%X 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.
%U http://arxiv.org/abs/1009.2659v2