Spatio-temporal hybrid (PDMP) models: central limit theorem and Langevin approximation for global fluctuations. Application to electrophysiology

DOI10.3150/13-BEJ583zbMATH Open1327.60063arXiv1304.5651OpenAlexW2004613433MaRDI QIDQ2348722FDOQ2348722

Authors: Michèle Thieullen, Martin Georg Riedler 

Publication date: 15 June 2015

Published in: Bernoulli (Search for Journal in Brave)

Abstract: In the present work we derive a Central Limit Theorem for sequences of Hilbert-valued Piecewise Deterministic Markov process models and their global fluctuations around their deterministic limit identified by the Law of Large Numbers. We provide a version of the limiting fluctuations processes in the form of a distribution valued stochastic partial differential equation which can be the starting point for further theoretical and numerical analysis. We also present applications of our results to two examples of hybrid models of spatially extended excitable membranes: compartmental-type neuron models and neural fields models. These models are fundamental in neuroscience modelling both for theory and numerics.

Full work available at URL: https://arxiv.org/abs/1304.5651

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zbMATH Keywords

central limit theorempiecewise deterministic Markov processneurosciencelaw of large numbersstochastic PDEglobal fluctuations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Central limit and other weak theorems (60F05) Neural biology (92C20) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Continuous-time Markov processes on general state spaces (60J25)

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Cited In (6)

• An exact stochastic hybrid model of excitable membranes including spatio-temporal evolution
• Spatio-temporal averaging for a class of hybrid systems and application to conductance-based neuron models
• Stochastic many-particle model for LFP electrodes
• Limit theorems for infinite-dimensional piecewise deterministic Markov processes. Applications to stochastic excitable membrane models
• A multiscale stochastic criminal behavior model and the convergence to a piecewise-deterministic-Markov-process limit
• Change-point detection for piecewise deterministic Markov processes

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