Large deviations and related problems for absorbing Markov chains

DOI10.1016/j.spa.2013.02.014zbMath1295.60032OpenAlexW2042801280MaRDI QIDQ2444648

Jinwen Chen, Xiaoxue Deng

Publication date: 10 April 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2013.02.014

zbMATH Keywords

large deviationprincipal eigenvaluequasi-stationary distributionabsorbing Markov chaindecay parameter

Mathematics Subject Classification ID

Large deviations (60F10) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (3)

Nonequilibrium Markov processes conditioned on large deviations ⋮ Limiting process of absorbing Markov chains ⋮ On the quasi-ergodic distribution of absorbing Markov processes

Cites Work

• Unnamed Item
• Unnamed Item
• On the maximum entropy principle for uniformly ergodic Markov chains
• Large deviation lower bounds for additive functionals of Markov processes
• Continuous-time Markov chains. An applications-oriented approach
• A function space large deviation principle for certain stochastic integrals
• Quasi-stationary distributions for discrete-state models
• Asymptotic evaluation of certain markov process expectations for large time. IV
• On the principal eigenvalue of second-order elliptic differential operators
• The Exponential Decay of Markov Transition Probabilities
• On quasi-stationary distributions in absorbing continuous-time finite Markov chains
• An introduction to the theory of large deviations

This page was built for publication: Large deviations and related problems for absorbing Markov chains