Quenched LDP for words in a letter sequence

dc.bibliographicCitation.seriesTitleWIAS Preprintseng
dc.bibliographicCitation.volume1349
dc.contributor.authorBirkner, Matthias
dc.contributor.authorGreven, Andreas
dc.contributor.authorden Hollander, Frank
dc.date.accessioned2016-03-24T17:38:23Z
dc.date.available2019-06-28T08:03:18Z
dc.date.issued2008
dc.description.abstractWhen we cut an i.i.d. sequence of letters into words according to an independent renewal process, we obtain an i.i.d. sequence of words. In the annealed large deviation principle (LDP) for the empirical process of words, the rate function is the specific relative entropy of the observed law of words w.r.t. the reference law of words. In the present paper we consider the quenched LDP, i.e., we condition on a typical letter sequence. We focus on the case where the renewal process has an algebraic tail. The rate function turns out to be a sum of two terms, one being the annealed rate function, the other being proportional to the specific relative entropy of the observed law of letters w.r.t. the reference law of letters, with the former being obtained by concatenating the words and randomising the location of the origin. The proportionality constant equals the tail exponent of the renewal process. Earlier work by Birkner considered the case where the renewal process has an exponential tail, in which case the rate function turns out to be the first term on the set where the second term vanishes and to be infinite elsewhere ...
dc.description.versionpublishedVersioneng
dc.formatapplication/pdf
dc.identifier.issn0946-8633
dc.identifier.urihttps://doi.org/10.34657/3049
dc.identifier.urihttps://oa.tib.eu/renate/handle/123456789/2014
dc.language.isoengeng
dc.publisherBerlin : Weierstraß-Institut für Angewandte Analysis und Stochastik
dc.relation.issn0946-8633eng
dc.rights.licenseDieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden.ger
dc.rights.licenseThis document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties.eng
dc.subject.ddc510
dc.subject.otherLetters and wordseng
dc.subject.otherrenewal processeng
dc.subject.otherempirical processeng
dc.subject.otherannealed vs. quenchedeng
dc.subject.otherlarge deviation principleeng
dc.subject.otherrate functioneng
dc.subject.otherspecific relative entropyeng
dc.subject.othercollision local timeeng
dc.titleQuenched LDP for words in a letter sequence
dc.typeReporteng
dc.typeTexteng
tib.accessRightsopenAccesseng
wgl.contributorWIASeng
wgl.subjectMathematikeng
wgl.typeReport / Forschungsbericht / Arbeitspapiereng
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