Moderate deviations of hitting times of a family of density-dependent Markov chains

DOI10.1016/j.spl.2023.109780zbMath1515.60071arXiv2110.04577OpenAlexW4313557736MaRDI QIDQ6101722

Xiaofeng Xue, Yuheng He

Publication date: 20 June 2023

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.04577

zbMATH Keywords

moderate deviationhitting timedensity-dependent Markov chain

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cites Work

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• Diffusion approximation of birth-death processes: comparison in terms of large deviations and exit points
• Large deviations for Markov processes with discontinuous statistics. I: General upper bounds
• Strong approximation theorems for density dependent Markov chains
• Averaging principle of SDE with small diffusion: Moderate deviations
• Moderate deviations of density-dependent Markov chains
• Extinction Times for Birth-Death Processes: Exact Results, Continuum Asymptotics, and the Failure of the Fokker--Planck Approximation

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