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

• 成果类型: Article
• 署名作者: DUPUIS, P; ELLIS, RS; WEISS, A
• 署名单位: Nokia Corporation; Nokia Bell Labs; AT&T
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/aop/1176990344
• 发表日期: 1991
• 页码: 1280-1297
• 关键词: random vectors

摘要

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 queueing systems.