Large deviations for Markov chains in the positive quadrant

DOI10.1070/RM2001v056n05ABEH000398zbMath1068.60034OpenAlexW2025232464MaRDI QIDQ4820911

Anatoliĭ Alfredovich Mogul'skiĭ, Aleksandr A. Borovkov

Publication date: 1 October 2004

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm2001v056n05abeh000398

zbMATH Keywords

space-homogeneous time-homogeneous Markov chains

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Queueing theory (aspects of probability theory) (60K25) Large deviations (60F10) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Foundations of stochastic processes (60G05)

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