Nonlinearly perturbed Markov chains and large deviations for lifetime functionals

MaRDI QIDQ4514024zbMATH OpenFDO

Authors D. S. Silvestrov

Publication date 28 May 2001

zbMATH Keywords

large deviationMarkov chainnonlinear perturbationquasi-ergodic theoremrare event

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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(7)

• A system of nonlinear equations with application to large deviations for Markov chains with finite lifetime
• Large deviations for Markovian nonlinear Hawkes processes
• Quasi-stationary distributions for perturbed discrete time regenerative processes
• Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
• Nonlinearly perturbed stochastic processes and systems
• scientific article; zbMATH DE number 1408894 (Why is no real title available?)
• Flows of rare events for regularly perturbed semi-Markov processes

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