Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates

Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates

We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. This kind of processes are useful in the study of chain molecular diffusions. We give explicit formulas for probability generating functions, and also for means, variances a...

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Bibliographic Details
Main Authors: Luisa Beghin, Claudio Macci, Barbara Martinucci
Format: Article
Language:English
Published: VTeX 2020-12-01
Series:Modern Stochastics: Theory and Applications
Subjects:
Large deviations
moderate deviations
fractional process
tempered stable subordinator
Online Access:https://www.vmsta.org/doi/10.15559/20-VMSTA169

Internet

https://www.vmsta.org/doi/10.15559/20-VMSTA169

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