Moderate deviations for time-varying dynamic systems driven by non-homogeneous Markov chains with Two-time Scales

DOI10.1080/17442508.2013.841695zbMath1317.60033OpenAlexW1972769598MaRDI QIDQ2875281

Qi He, G. George Yin

Publication date: 14 August 2014

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2013.841695

zbMATH Keywords

averaging principlemoderate deviationscontinuous-time Markov chainsqueueing systemstime-varying dynamical systems

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Optimal stochastic control (93E20) Large deviations (60F10) Continuous-time Markov processes on discrete state spaces (60J27) Asymptotic expansions of solutions to ordinary differential equations (34E05) Limit theorems in probability theory (60F99)

Related Items (3)

Moderate deviations for the Langevin equations: Strong damping and fast Markovian switching ⋮ Large deviations for Markov-modulated diffusion processes with rapid switching ⋮ Moderate deviations for neutral functional stochastic differential equations driven by Lévy noises

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