An Asymptotic Theory of Large Deviations for Markov Jump Processes

DOI10.1137/0145062zbMath0582.60081MaRDI QIDQ3704703

Zeev Schuss, Charles Tier, Bernard J. Matkowsky, Charles Knessl

Publication date: 1985

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0145062

zbMATH Keywords

law of large numbers; singular perturbation techniques; approximations to the stationary density function

Mathematics Subject Classification ID

60K25: Queueing theory (aspects of probability theory)

60F10: Large deviations

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