Large deviations and related problems for absorbing Markov chains

DOI10.1016/J.SPA.2013.02.014MaRDI QIDQ2444648zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• scientific article; zbMATH DE number 2133327 (Why is no real title available?)
• A function space large deviation principle for certain stochastic integrals
• An introduction to the theory of large deviations
• Asymptotic evaluation of certain markov process expectations for large time. IV
• Continuous-time Markov chains. An applications-oriented approach
• Large deviation lower bounds for additive functionals of Markov processes
• On quasi-stationary distributions in absorbing continuous-time finite Markov chains
• On the maximum entropy principle for uniformly ergodic Markov chains
• On the principal eigenvalue of second-order elliptic differential operators
• Quasi-stationary distributions for discrete-state models
• The Exponential Decay of Markov Transition Probabilities

Cited in

(10)

• Limiting process of absorbing Markov chains
• Nonequilibrium Markov processes conditioned on large deviations
• On the absorption probabilities and mean time for absorption for discrete Markov chains
• scientific article; zbMATH DE number 4159811 (Why is no real title available?)
• Asymptotic behavior of absorbing Markov chains conditional on nonabsorption for applications in conservation biology
• Large deviations for metastable states of Markov processes with absorbing states with applications to population models in stable or randomly switching environment
• On the quasi-ergodic distribution of absorbing Markov processes
• Large deviations for Markov chains and spectrum of matrices
• Representations for the decay parameter of Markov chains
• Imprecise Markov chains with absorption

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