In this paper we prove an upper large deviation bound for a general class of Markov processes, which includes processes with discontinuous statistics. We also specialize the results to a class of jump Markov processes that model scaled queuing systems.
Publié le : 1991-07-14
Classification:
Upper large deviation bound,
Markov processes,
queueing systems,
60F10,
60J99
@article{1176990344,
author = {Dupuis, Paul and Ellis, Richard S. and Weiss, Alan},
title = {Large Deviations for Markov Processes with Discontinuous Statistics, I: General Upper Bounds},
journal = {Ann. Probab.},
volume = {19},
number = {4},
year = {1991},
pages = { 1280-1297},
language = {en},
url = {http://dml.mathdoc.fr/item/1176990344}
}
Dupuis, Paul; Ellis, Richard S.; Weiss, Alan. Large Deviations for Markov Processes with Discontinuous Statistics, I: General Upper Bounds. Ann. Probab., Tome 19 (1991) no. 4, pp. 1280-1297. http://gdmltest.u-ga.fr/item/1176990344/