Sample path large deviations and convergence parameters

• 成果类型: Article
• 署名作者: Ignatiouk-Robert, I
• 署名单位: CY Cergy Paris Universite
• 刊物名称: ANNALS OF APPLIED PROBABILITY
• ISSN/ISSBN: 1050-5164
• 发表日期: 2001
• 页码: 1292-1329
• 关键词: markov additive processes; discontinuous statistics; queuing-systems; bounds

摘要

In this paper we prove the local sample path large deviation estimates for a general class of Markov chains with discontinuous statistics. The local rate function is represented in terms of the convergence parameter of associated local transform matrices. Our method is illustrated by the case of perturbated random walks in Z(d).