Sample path large deviations and convergence parameters
From MaRDI portal
Publication:1872416
DOI10.1214/aoap/1015345404zbMath1025.60011OpenAlexW2070700703MaRDI QIDQ1872416
Publication date: 6 May 2003
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1015345404
sample path large deviationsconvergence parameterperturbed random walksrepresentation of rate function
Interacting random processes; statistical mechanics type models; percolation theory (60K35) Large deviations (60F10) Sample path properties (60G17)
Related Items
Tail Asymptotics of the Occupation Measure for a Markov Additive Process with anM/G/1-Type Background Process ⋮ Large deviations analysis for distributed algorithms in an ergodic Markovian environment ⋮ The cross-entropy method with patching for rare-event simulation of large Markov chains ⋮ Light tail asymptotics in multidimensional reflecting processes for queueing networks ⋮ Asymptotics of Markov additive chains on a half-plane: A ratio limit theorem ⋮ Asymptotic Hitting Distribution for a Reflected Random Walk in the Positive Quadrant ⋮ Large deviations for a feed-forward network ⋮ Martin boundary of a killed random walk on a half-space ⋮ Large deviations of a modified Jackson network: stability and rough asymptotics ⋮ Bridges and networks: exact asymptotics ⋮ Martin boundary of a reflected random walk on a half-space ⋮ Large deviations for processes with discontinuous statistics
Cites Work
- Markov additive processes. I: Eigenvalue properties and limit theorems
- A viscosity solution approach to the asymptotic analysis of queueing systems
- Non-negative matrices and Markov chains. 2nd ed
- Large deviations for Markov processes with discontinuous statistics. I: General upper bounds
- Large deviations for Markov processes with discontinuous statistics. II: Random walks
- On large deviations of Markov processes with discontinuous statistics
- Large deviation lower bounds for arbitrary additive functionals of a Markov chain
- Large deviations for tandem queueing systems
- Large deviations and queueing networks: Methods for rate function identification
- Large deviations of Jackson networks.
- Rare events in series of queues
- Generalized analytic functions
- Topics in the Constructive Theory of Countable Markov Chains
- The Large Deviation Principle for a General Class of Queueing Systems I
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item