Density-dependent Markov chains with finite jump set and Lipschitz rates satisfy a pathwise moderate deviation principle with a rate function that becomes quadratic when the local covariance matrix is invertible.
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Moderate deviations of density-dependent Markov chains
Density-dependent Markov chains with finite jump set and Lipschitz rates satisfy a pathwise moderate deviation principle with a rate function that becomes quadratic when the local covariance matrix is invertible.