LARGE DEVIATIONS FOR MARKOV-PROCESSES WITH DISCONTINUOUS STATISTICS, .1. GENERAL UPPER-BOUNDS

Authors

P DUPUIS
RS Ellis, University of Massachusetts - AmherstFollow
A WEISS

Publication Date

1991

Journal or Book Title

ANNALS OF PROBABILITY

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.

Comments

The published version is located at http://www.jstor.org/stable/2244482

Pages

1280-1297

Volume

19

Issue

3

Recommended Citation

DUPUIS, P; Ellis, RS; and WEISS, A, "LARGE DEVIATIONS FOR MARKOV-PROCESSES WITH DISCONTINUOUS STATISTICS, .1. GENERAL UPPER-BOUNDS" (1991). ANNALS OF PROBABILITY. 348.
Retrieved from https://scholarworks.umass.edu/math_faculty_pubs/348