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Volumn 8, Issue 1, 1998, Pages 45-66

On large deviations of Markov processes with discontinuous statistics

Author keywords

Discontinuous statistics; Large deviations; Markov processes

Indexed keywords


EID: 0032389503     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/aoap/1027961033     Document Type: Article
Times cited : (18)

References (13)
  • 1
    • 0032362691 scopus 로고    scopus 로고
    • On large deviations in load sharing networks
    • ALANYALI, M. and HAJEK, B. (1998). On large deviations in load sharing networks. Ann. Appl. Probab. 8 67-97.
    • (1998) Ann. Appl. Probab. , vol.8 , pp. 67-97
    • Alanyali, M.1    Hajek, B.2
  • 2
    • 0002020092 scopus 로고
    • Melanges d'équations differentialles et grands écarts àla loi des grand nombres
    • AZENCOTT, R. and RUGET, G. (1977). Melanges d'équations differentialles et grands écarts àla loi des grand nombres. Z. Wahrsch. Verw. Gebiete 38 1-54.
    • (1977) Z. Wahrsch. Verw. Gebiete , vol.38 , pp. 1-54
    • Azencott, R.1    Ruget, G.2
  • 5
    • 0000716934 scopus 로고
    • Large deviations for exchangeable random vectors
    • DINWOODIE, I. H. and ZABELL, S. L. (1992). Large deviations for exchangeable random vectors. Ann. Probab. 20 1147-1166.
    • (1992) Ann. Probab. , vol.20 , pp. 1147-1166
    • Dinwoodie, I.H.1    Zabell, S.L.2
  • 6
    • 0001470414 scopus 로고
    • Large deviations for Markov processes with discontinuous statistics II
    • DUPUIS, P. and ELLIS, R. S. (1992). Large deviations for Markov processes with discontinuous statistics II. Probab. Theory Related Fields 91 153-194.
    • (1992) Probab. Theory Related Fields , vol.91 , pp. 153-194
    • Dupuis, P.1    Ellis, R.S.2
  • 7
    • 0000215977 scopus 로고
    • The large deviation principle for a general class of queueing systems I
    • DUPUIS, P. and ELLIS, R. S. (1995). The large deviation principle for a general class of queueing systems I. Trans. Amer. Math. Soc. 347 2689-2751.
    • (1995) Trans. Amer. Math. Soc. , vol.347 , pp. 2689-2751
    • Dupuis, P.1    Ellis, R.S.2
  • 9
    • 0001129707 scopus 로고
    • Large deviations for Markov processes with dis-continuous statistics I: General upper bounds
    • DUPUIS, P., ELLIS, R. S. and WEISS, A. (1991). Large deviations for Markov processes with dis-continuous statistics I: general upper bounds. Ann. Probab. 19 1280-1297.
    • (1991) Ann. Probab. , vol.19 , pp. 1280-1297
    • Dupuis, P.1    Ellis, R.S.2    Weiss, A.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.