Large deviations for Markov processes with discontinuous statistics. I: General upper bounds (Q1176370)
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| Language | Label | Description | Also known as |
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| English | Large deviations for Markov processes with discontinuous statistics. I: General upper bounds |
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Large deviations for Markov processes with discontinuous statistics. I: General upper bounds (English)
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25 June 1992
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Large deviation upper bound is established for a general class of \(D([0,T],R^ n)\)-valued Markov processes. Results cover Markov processes with discontinuous transition probabilities, and in particular jump Markov processes that model scaled queueing systems.
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large deviation upper bound
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jump Markov processes
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queueing systems
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