Moderate deviations of hitting times of a family of density-dependent Markov chains

2021/10/09 by Yuheng He, Xiaofeng Xue, He, Yuheng +1
Mathematics · #FOS: Mathematics #Graph theory and applications #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.2110.04577

openalex publication_date 2021/10/09 · openalex created_date 2022/07/25 · openalex updated_date 2026/07/28

Abstract

In this paper we are concerned with hitting times of a family of density-dependent Markov chains. A moderate deviation principle of the hitting time is given. The proof of the main theorem relies heavily on moderate deviations of density-dependent Markov chains given in \citeXue2021 and upper bounds of large deviations of Markov processes given in \citeDupuis1991. An analogue moderate deviation of the hitting time of the diffusion approximation of the density-dependent Markov chain introduced in \citeEthier1986 is also given.

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