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

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

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