An Asymptotic Theory of Large Deviations for Markov Jump Processes

DOI10.1137/0145062zbMath0582.60081OpenAlexW1980087675MaRDI QIDQ3704703

Zeev Schuss, Charles Tier, Bernard J. Matkowsky, Charles Knessl

Publication date: 1985

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0145062

zbMATH Keywords

law of large numberssingular perturbation techniquesapproximations to the stationary density function

Mathematics Subject Classification ID

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