On large deviations of Markov processes with discontinuous statistics
type: Item
instance of: scholarly article
title: On large deviations of Markov processes with discontinuous statistics
zbMATH Open document ID: 0936.60021
author: Murat Alanyali
author: Bruce Hajek
published in: The Annals of Applied Probability
publication date: 2000-05-09T00:00:00Z
review text: The authors establish a large deviations principle for a Markov random process in \(\mathbb{R}^d\) with \(d\) discontinuities 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. The proof of the presented result relies on the work of \textit{V. M. Blinovskij} and \textit{R. L. Dobrushin} [in: The Dynkin Festschrift: Markov processes and their applications. Prog. Probab. 34, 1-59 (1994; Zbl 0819.60029)].
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60J99
zbMATH DE Number: 1319843
zbMATH Keywords: large deviations
zbMATH Keywords: Markov processes
zbMATH Keywords: discontinuous statistics
reviewed by: Zdzisław Rychlik
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aoap/1027961033
OpenAlex ID: W2074894916
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DOI: 10.1214/AOAP/1027961033
description: scientific article; zbMATH DE number 1319843