On large deviations of Markov processes with discontinuous statistics

DOI10.1214/AOAP/1027961033zbMATH Open0936.60021OpenAlexW2074894916MaRDI QIDQ1296616FDOQ1296616

Authors: Murat Alanyali, Bruce Hajek 

Publication date: 9 May 2000

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1027961033

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zbMATH Keywords

large deviationsMarkov processesdiscontinuous statistics

Mathematics Subject Classification ID

Large deviations (60F10) Markov processes (60J99)

Cites Work

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Cited In (17)

• Large deviations for Markov processes with stochastic resetting: analysis via the empirical density and flows or via excursions between resets
• Large deviations for Markov processes with discontinuous statistics. I: General upper bounds
• The Dirichlet problem of a discontinuous Markov process
• Large deviations of Jackson networks.
• Large deviations of a modified Jackson network: stability and rough asymptotics
• Many-server asymptotics for join-the-shortest-queue: large deviations and rare events
• Title not available (Why is that?)
• Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity
• Large deviation principle for one-dimensional SDEs with discontinuous coefficients
• Large deviations for processes with discontinuous statistics
• Large deviations and queueing networks: Methods for rate function identification
• Sample path large deviations and convergence parameters
• On the infinite server shortest queue problem: non-symmetric case
• Large deviation of diffusion processes with discontinuous drift and their occupation times.
• Large deviations for a feed-forward network
• On large deviations in load sharing networks
• A Review of Some Recent Work on Discontinuous Markoff Processes with Applications to Biology, Physics and Actuarial Science

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