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This paper is a further investigation of the generalized $N$-urn Ehrenfest model introduced in cite{Xue2020}. A moderate deviation principle from the hydrodynamic limit of the model is derived. The proof of this main result follows a routine procedure introduced in cite{Kipnis1989}, where a replacement lemma plays the key role. To prove the replacement lemma, the large deviation principle of the model given in cite{Xue2020} is utilized.
In this paper we are concerned with a generalized $N$-urn Ehrenfest model, where balls keeps independent random walks between $N$ boxes uniformly laid on $[0, 1]$. After a proper scaling of the transition rates function of the aforesaid random walk,
Since its inception in 1907, the Ehrenfest urn model (EUM) has served as a test bed of key concepts of statistical mechanics. Here we employ this model to study large deviations of a time-additive quantity. We consider two continuous-ti
Consider the state space model (X_t,Y_t), where (X_t) is a Markov chain, and (Y_t) are the observations. In order to solve the so-called filtering problem, one has to compute L(X_t|Y_1,...,Y_t), the law of X_t given the observations (Y_1,...,Y_t). Th
The density-dependent Markov chain (DDMC) introduced in cite{Kurtz1978} is a continuous time Markov process applied in fields such as epidemics, chemical reactions and so on. In this paper, we give moderate deviation principles of paths of DDMC under
The Poisson--Dirichlet distribution arises in many different areas. The parameter $theta$ in the distribution is the scaled mutation rate of a population in the context of population genetics. The limiting case of $theta$ approaching infinity is prac