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A sequence has Hurstiness H when it satisfies a large deviation principle at the displayed speed with a good rate function having a unique zero and at least one strictly positive finite value. This definition concerns a sequence's exponential probability scale; it does not assert a sample-path Hurst exponent or self-similarity. Larger H means slower rare-event decay. The positive finite value excludes the slower-speed degeneration of a large deviation principle.

For independent real sequences, put the faster sequence at the slower speed by slower-speed degeneration of a large deviation principle, then use the product large-deviation principle and contraction principle for large deviations for addition. Unequal speeds give a translate of the slower sequence's rate. Equal speeds give the infimal convolution of the two rates. Its unique zero is the sum of their zero points, and a translated positive finite point has positive finite cost, since compactness attains each finite fiber infimum. Thus the defining nondegeneracy is preserved.

// Target: queueing-theory.bigb

For an open neighborhood D of mu, its complement is closed and excludes mu. The preceding upper bound is minus infinity, so, for example, eventually $\mathbb{P}(X_n\notin D)\le e^{-b_n}\to 0$. Hence the sequence concentrates in every neighborhood of mu.

If an open E contains mu, its probability tends to one. Its logarithm divided by $b_n\to \infty$ therefore tends to zero, which equals $-{\inf }_E{I}^{\prime }$. If E does not contain mu, that latter value is minus infinity and its lower bound is automatic. ThusWith the closed-set upper bound this proves the slower-speed degeneration of a large deviation principle. This degenerate rate has no strictly positive finite value, so it does not give the sequence a different Hurstiness under the stated definition.