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

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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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Cited In (16)

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

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