Large deviations for processes with discontinuous statistics
type: Item
instance of: scholarly article
title: Large deviations for processes with discontinuous statistics
zbMATH Open document ID: 1087.60024
DOI: 10.1214/009117905000000189
author: Irina Ignatiouk-Robert
published in: The Annals of Probability
publication date: 2005-10-18T00:00:00Z
full work available at URL: https://arxiv.org/abs/math/0409392
review text: This paper is devoted to the problem of sample path large deviations for the Markov processes on \({\mathbb R}^N\) having a constant but different transition mechanism on each boundary set \(B_\Lambda=\{x:~x_j=0\) for \(i\not \in \Lambda\), \(x_j>0\) for \(j\in \Lambda\},\) where \(\Lambda\) is a subset of \(\{1,\dots,N\}\). The global sample path large deviation principle and an integral representation of the rate function are derived from local large deviation estimations. These results complete the proof of Dupuis and Ellis of the sample path large deviation principle for Markov processes describing a general class of queueing networks.
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60K35
zbMATH DE Number: 2215086
zbMATH Keywords: Sample path large deviations
zbMATH Keywords: processes with discontinuous statistics
zbMATH Keywords: general large deviation bound.
MaRDI profile type: Publication
OpenAlex ID: W2085460369
arXiv ID: math/0409392
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description: scientific article