Speaker：Xiaofeng Xue (Beijing Jiaotong University)

Time：2023-4-26, 15:00

Location：Tencent Meeting ID：950-307-314（No Password）

Abstract:

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.