Moderate deviations of density-dependent Markov chains
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Publication:1979896
DOI10.1016/J.SPA.2021.06.005zbMATH Open1475.60138arXiv1908.03762OpenAlexW3175787151MaRDI QIDQ1979896FDOQ1979896
Authors: Xiaofeng Xue 
Publication date: 3 September 2021
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1908.03762
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Epidemiology (92D30) Large deviations (60F10) Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
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Cited In (10)
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