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