On large deviations of Markov processes with discontinuous statistics
成果类型：
Article
署名作者：
Alanyali, M; Hajek, B
署名单位：
Alcatel-Lucent; Lucent Technologies; AT&T; University of Illinois System; University of Illinois Urbana-Champaign; University of Illinois System; University of Illinois Urbana-Champaign
刊物名称：
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN：
1050-5164
发表日期：
1998
页码：
45-66
关键词：
摘要：
This paper establishes a process-level large deviations principle for Markov processes in the Euclidean space with a discontinuity in the transition mechanism along a hyperplane. The transition mechanism of the process is assumed to be continuous on one closed half-space and also continuous on the complementary open half-space. Similar results were recently obtained for discrete time processes by Dupuis and Ellis and by Nagot. Our proof relies on the work of Blinovskii and Dobrushin, which in turn is based on an earlier work of Dupuis and Ellis.