Large deviations and related problems for absorbing Markov chains

DOI10.1016/J.SPA.2013.02.014zbMATH Open1295.60032OpenAlexW2042801280MaRDI QIDQ2444648FDOQ2444648

Authors: 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

Recommendations

• scientific article
• Large Deviations for Markov Chains
• Large deviations for Markov chains with random transitions
• Asymptotic Theory of Large Deviations for Markov Chains
• Large deviations for a class of nonhomogeneous Markov chains
• scientific article; zbMATH DE number 4117550
• Large deviations for almost Markovian processes

zbMATH Keywords

large deviationprincipal eigenvalueabsorbing Markov chainquasi-stationary distributiondecay parameter

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• An introduction to the theory of large deviations
• Continuous-time Markov chains. An applications-oriented approach
• Title not available (Why is that?)
• Quasi-stationary distributions for discrete-state models
• On quasi-stationary distributions in absorbing continuous-time finite Markov chains
• Asymptotic evaluation of certain markov process expectations for large time. IV
• A function space large deviation principle for certain stochastic integrals
• The Exponential Decay of Markov Transition Probabilities
• On the principal eigenvalue of second-order elliptic differential operators
• On the maximum entropy principle for uniformly ergodic Markov chains
• Large deviation lower bounds for additive functionals of Markov processes

Cited In (9)

• Large deviations for Markov chains and spectrum of matrices
• Limiting process of absorbing Markov chains
• On the absorption probabilities and mean time for absorption for discrete Markov chains
• Asymptotic behavior of absorbing Markov chains conditional on nonabsorption for applications in conservation biology
• On the quasi-ergodic distribution of absorbing Markov processes
• Imprecise Markov chains with absorption
• Title not available (Why is that?)
• Nonequilibrium Markov processes conditioned on large deviations
• Representations for the decay parameter of Markov chains

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

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2444648)