Asymptotic expansion and central limit theorem for multiscale piecewise-deterministic Markov processes

DOI10.1016/J.SPA.2012.03.005zbMATH Open1261.60031OpenAlexW1988362958MaRDI QIDQ429283FDOQ429283

Authors Khashayar Pakdaman, Michèle Thieullen, Gilles Wainrib

Publication date 19 June 2012

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2012.03.005

zbMATH Keywords

multiscaleaveraginghomogenizationslow-fastneuron models with stochastic channelspiecewise-deterministic Markov processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Processes in random environments (60K37)

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• An exact stochastic hybrid model of excitable membranes including spatio-temporal evolution
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• Limit theorems for infinite-dimensional piecewise deterministic Markov processes. Applications to stochastic excitable membrane models
• Random perturbation methods with applications in science and engineering
• Reduction of stochastic conductance-based neuron models with time-scales separation

Cited in

(20)

• Averaging for slow–fast piecewise deterministic Markov processes with an attractive boundary
• Multiscale Piecewise Deterministic Markov Process in infinite dimension: central limit theorem and Langevin approximation
• Averaging for a Fully Coupled Piecewise-Deterministic Markov Process in Infinite Dimensions
• Piecewise-deterministic Markov processes as limits of Markov jump processes
• Stochastic representations of ion channel kinetics and exact stochastic simulation of neuronal dynamics
• Stability in distribution of path-dependent hybrid diffusion
• A nontrivial scaling limit for multiscale Markov chains
• Almost sure convergence of numerical approximations for piecewise deterministic Markov processes
• A piecewise deterministic limit for a multiscale stochastic spatial gene network
• Central limit theorems and diffusion approximations for multiscale Markov chain models
• Thinning and multilevel Monte Carlo methods for piecewise deterministic (Markov) processes with an application to a stochastic Morris-Lecar model
• Exponential ergodicity for Markov processes with random switching
• Stochastic hybrid systems in cellular neuroscience
• Probabilistic and piecewise deterministic models in biology
• Averaging and large deviation principles for fully-coupled piecewise deterministic Markov processes and applications to molecular motors
• Reduction of a stochastic model of gene expression: Lagrangian dynamics gives access to basins of attraction as cell types and metastabilty
• Limit theorems for infinite-dimensional piecewise deterministic Markov processes. Applications to stochastic excitable membrane models
• Moment bounds and geometric ergodicity of diffusions with random switching and unbounded transition rates
• Averaging principle and normal deviations for multiscale stochastic systems
• Spatio-temporal hybrid (PDMP) models: central limit theorem and Langevin approximation for global fluctuations. Application to electrophysiology

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