Moderate deviations of density-dependent Markov chains
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Abstract: The density-dependent Markov chain (DDMC) introduced in cite{Kurtz1978} is a continuous time Markov process applied in fields such as epidemics, chemical reactions and so on. In this paper, we give moderate deviation principles of paths of DDMC under some generally satisfied assumptions. The proofs for the lower and upper bounds of our main result utilize an exponential martingale and a generalized version of Girsanov's theorem. The exponential martingale is defined according to the generator of DDMC.
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Cited in
(10)- scientific article; zbMATH DE number 5066261 (Why is no real title available?)
- Strong Gaussian approximation of metastable density-dependent Markov chains on large time scales
- Principe de déviations modérées pour le processus empirique fonctionnel d'une chaı̂ne de Markov
- Hydrodynamics of the generalized \(N\)-urn Ehrenfest model
- scientific article; zbMATH DE number 5847069 (Why is no real title available?)
- Moderate deviations for stable Markov chains and regression models
- Moderate deviations of hitting times of a family of density-dependent Markov chains
- Moderate deviations for nonhomogeneous Markov chains
- Moderate deviations of generalized N -urn Ehrenfest models
- Large and moderate deviation principles for susceptible-infected-removed epidemic in a random environment
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