Samiran:
TD2K is exactly correct. His first point is the basic one in considering all over-pressure scenarios: this is an emergency case being considered (if the centrifugal compressor's dead-heading poses an over-pressurization) and as such, it is unsafe logic to consider normal process instrumentation as a safe guard or mitigation of the incident. A PRV is the emergency instrument of design and it must work to fulfill the basic scenario needs at the worst condition - that is the basic scope of this instrument.
However, as TD2K further points out, this is a unique and relatively benign dead-heading of a gas transport machine if we are dealing with a centrifugal instead of a reciprocating compressor. In other words, this is analogous to what is normally done in a centrifugal pump: the discharge system is designed to safely withstand the maximum, dead-headed pressure the machine can put out - not PRV or over-pressurization device is needed UNLESS there is another over-pressurization scenario that defeats this as the worst case. Only a detailed and meticulous process analysis can yield the safe answer to your application - and that is something we on the forum are unable to do for the obvious reasons that we don't have all the details and the facts.
Normally, what an original design would have done (if the dead-heading is the ONLY worst scenario) is that the discharge system would have been designed with a MAWP (maximum allowable working pressure) in excess of the head-head. But, to repeat myself in the interest of safety, this is assuming the parenthetical phrase, above. We don't know the safety-related effects of a compressor surge or of the dead-heading in your application, and these have to be evaluated and handled - if need be.
I hope this helps to reinforce TD2K's response.
Art Montemayor
Spring, TX