Large Deviations for Markov Processes with Discontinuous Statistics, I: General Upper Bounds
Paul G. Dupuis, Richard S. Ellis, Alan A. Weiss · The Annals of Probability · 1991
In this paper we prove an upper large deviation bound for a general class of Markov processes, which includes processes with discontinuous statistics. We also specialize the results to a class of jump Markov processes that model scaled queuing systems.