Moderate deviations for time-varying dynamic systems driven by non-homogeneous Markov chains with Two-time Scales

DOI10.1080/17442508.2013.841695zbMath1317.60033MaRDI QIDQ2875281

Qi He, G. George Yin

Publication date: 14 August 2014

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2013.841695

zbMATH Keywords

averaging principle; moderate deviations; continuous-time Markov chains; queueing systems; time-varying dynamical systems

Mathematics Subject Classification ID

60K25: Queueing theory (aspects of probability theory)

93E20: Optimal stochastic control

60F10: Large deviations

60J27: Continuous-time Markov processes on discrete state spaces

34E05: Asymptotic expansions of solutions to ordinary differential equations

60F99: Limit theorems in probability theory

Related Items

Moderate deviations for the Langevin equations: Strong damping and fast Markovian switching, Large deviations for Markov-modulated diffusion processes with rapid switching, Moderate deviations for neutral functional stochastic differential equations driven by Lévy noises

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