{"@context":["https://w3id.org/fdo/context/v1",{"schema":"https://schema.org/","prov":"http://www.w3.org/ns/prov#","fdo":"https://w3id.org/fdo/vocabulary/"}],"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q1290836","@type":"DigitalObject","kernel":{"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q1290836","digitalObjectType":"https://schema.org/ScholarlyArticle","primaryIdentifier":"mardi:Q1290836","kernelVersion":"v1","immutable":true,"modified":"2025-12-25T13:59:35Z"},"profile":{"@context":"https://schema.org","@type":"ScholarlyArticle","@id":"https://portal.mardi4nfdi.de/entity/Q1290836","name":"Large deviations for random processes with independent increments on infinite intervals","headline":"Large deviations for random processes with independent increments on infinite intervals","description":"scientific article; zbMATH DE number 1294992","url":"https://portal.mardi4nfdi.de/entity/Q1290836","datePublished":"1999-07-04","author":[{"@id":"https://portal.mardi4nfdi.de/entity/Q1313408"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1344649"}],"publisher":[{"@id":"https://portal.mardi4nfdi.de/entity/Q174177"}],"comment":"The large-deviation principle for generalized Poisson processes defined on the positive half-line \\([0,+\\infty)\\) is proved. Consider a space \\({\\mathcal X}\\) of functions \\(f:[0,\\infty)\\to {\\mathbb{R}}^r\\) with the following three properties: 1) The functions \\(f\\in {\\mathcal X}\\) are functions with locally finite variation, i.e., \\(\\text{Var}_{[0,t]} f<\\infty\\) for all \\(0<t<\\infty\\). 2) The functions \\(f\\in {\\mathcal X}\\) are right-continuous at each point \\(t\\geq 0\\). 3) The limits \\(v(f)=\\lim_{t\\to \\infty}\\frac{f(t)}{1+t}\\) exist and are finite.    Consider a generalized Poisson measure \\(P_{\\pi}\\) on Borel subsets of the space \\({\\mathcal X}\\) (with a uniformly-weak topology) with the jump measure \\(\\pi\\) such that \\(\\int_{{\\mathbb{R}}^r}|y|\\pi(dy)<\\infty\\), \\(\\int_{{\\mathbb{R}}^r}(e^{a|y|}-1)\\pi(dy)<\\infty\\) for some \\(a>0\\). Define a sequence of probability measures \\( P_n=P_{\\pi_n}\\), where \\(\\pi_n(A)=n\\pi(nA)\\). The authors obtain a large-deviation principle for \\(P_n\\) with rate function \\(I\\), known in explicit form. With the help of the large-deviation principle proved in the paper, the authors give a new proof for the known results on the asymptotics of the logarithm of the probabilities of large delay in a queueing system with a single server and Poisson input flow."},"provenance":{"prov:generatedAtTime":"2025-12-25T13:59:35Z","prov:wasAttributedTo":"MaRDI Knowledge Graph"}}