Event Detail

Event Type: 
Probability Seminar
Tuesday, October 21, 2014 - 16:00 to 17:00
Kidder 238

Speaker Info

University of Sao Paulo, Brazil

We derive a large deviations principle for the trajectories generated by a class of ergodic Markov processes. Specifically, we work with M/M/∞ queueing processes. We study large deviations of these processes scaled equally in both space and time directions. Our main result is that the probabilities of long excursions originating at state 0 would converge to zero function with the rate proportional to the square of the scaling parameter. The rate function is expressed as an integral of a linear combination of trajectories.