Moderate deviations of hitting times of a family of density-dependent Markov chains
- A+
：薛晓峰（北京交通大学）
：2023-04-26 15:00
：腾讯会议ID：950-307-314（无密码）
报告人：薛晓峰（北京交通大学）
时 间：2023年4月26日下午15:00
地 点：腾讯会议ID：950-307-314（无密码）
内容摘要:
In this talk 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 X. 2021 and upper bounds of large deviations of Markov processes given in Dupuis, Ellis and Weiss 1991. An analogue moderate deviation of the hitting time of the diffusion approximation of the density-dependent Markov chain introduced in Ethier and Kurtz 1986 is also given. This talk is based on a joint work with Yuheng He.
个人简介：
薛晓峰，北京交通大学副教授。2014年获北京大学博士学位，主要从事交互作用粒子系统理论和图上马氏过程的研究。在Stochastic Processes and their Applications，Potential Analysis，Journal of Statistical Physics，Journal of Theoretical Probability等发表论文三十余篇。
联系人：陈娴
