کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1156761 | 958865 | 2013 | 21 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Large deviations and related problems for absorbing Markov chains
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله

چکیده انگلیسی
In this paper, large deviations and their connections with several other fundamental topics are investigated for absorbing Markov chains. A variational representation for the Dirichlet principal eigenvalues is given by the large deviation approach. Kingman's decay parameters and mean ratio quasi-stationary distributions of the chains are also characterized by the large deviation rate function. As an application of these results, we interpret the “stationarity” of mean ratio quasi-stationary distributions via a concrete example. An application to quasi-ergodicity is also discussed.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 123, Issue 6, June 2013, Pages 2398-2418
Journal: Stochastic Processes and their Applications - Volume 123, Issue 6, June 2013, Pages 2398-2418
نویسندگان
Jinwen Chen, Xiaoxue Deng,