Large Deviations for Markov Processes with Discontinuous Statistics, I: General Upper Bounds

Open Access

1 July 1991

journal article
Published by Institute of Mathematical Statistics in The Annals of Probability

Vol. 19 (3) , 1280-1297
https://doi.org/10.1214/aop/1176990344

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.

Keywords

MARKOV PROCESSES
DISCONTINUOUS
QUEUING SYSTEMS
GENERAL UPPER
SCALED QUEUING
GENERAL CLASS
JUMP MARKOV
UPPER BOUNDS
DEVIATION BOUND

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