Open Access
July, 1991 Large Deviations for Markov Processes with Discontinuous Statistics, I: General Upper Bounds
Paul Dupuis, Richard S. Ellis, Alan Weiss
Ann. Probab. 19(3): 1280-1297 (July, 1991). DOI: 10.1214/aop/1176990344
Abstract

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.

Copyright © 1991 Institute of Mathematical Statistics
Paul Dupuis, Richard S. Ellis, and Alan Weiss "Large Deviations for Markov Processes with Discontinuous Statistics, I: General Upper Bounds," The Annals of Probability 19(3), 1280-1297, (July, 1991). https://doi.org/10.1214/aop/1176990344
Published: July, 1991
Vol.19 • No. 3 • July, 1991
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