Moderate deviations for time-varying dynamic systems driven by non-homogeneous Markov chains with two-time scales
DOI10.1080/17442508.2013.841695zbMATH Open1317.60033OpenAlexW1972769598MaRDI QIDQ2875281FDOQ2875281
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
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moderate deviationscontinuous-time Markov chainsqueueing systemsaveraging principletime-varying dynamical systems
Large deviations (60F10) Queueing theory (aspects of probability theory) (60K25) Limit theorems in probability theory (60F99) Continuous-time Markov processes on discrete state spaces (60J27) Optimal stochastic control (93E20) Asymptotic expansions of solutions to ordinary differential equations (34E05)
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Cited In (7)
- Large deviations for Markov-modulated diffusion processes with rapid switching
- Moderate deviations for the Langevin equations: Strong damping and fast Markovian switching
- Large deviations for two-time-scale systems driven by nonhomogeneous Markov chains and associated optimal control problems
- Functional large deviations for Kac-Stroock approximation to a class of Gaussian processes with application to small noise diffusions
- Moderate deviations of hitting times of a family of density-dependent Markov chains
- A decoupling principle for Markov-modulated chains
- Moderate deviations for neutral functional stochastic differential equations driven by Lévy noises
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