Limit theorems for infinite-dimensional piecewise deterministic Markov processes. Applications to stochastic excitable membrane models
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Publication:456199
DOI10.1214/EJP.V17-1946zbMATH Open1255.60126arXiv1112.4069WikidataQ98839753 ScholiaQ98839753MaRDI QIDQ456199FDOQ456199
Authors: Martin Georg Riedler, Michèle Thieullen, Gilles Wainrib 
Publication date: 23 October 2012
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Abstract: We present limit theorems for a sequence of Piecewise Deterministic Markov Processes (PDMPs) taking values in a separable Hilbert space. This class of processes provides a rigorous framework for stochastic spatial models in which discrete random events are globally coupled with continuous space-dependent variables solving partial differential equations, e.g., stochastic hybrid models of excitable membranes. We derive a law of large numbers which establishes a connection to deterministic macroscopic models and a martingale central limit theorem which connects the stochastic fluctuations to diffusion processes. As a prerequisite we carry out a thorough discussion of Hilbert space valued martingales associated to the PDMPs. Furthermore, these limit theorems provide the basis for a general Langevin approximation to PDMPs, i.e., stochastic partial differential equations that are expected to be similar in their dynamics to PDMPs. We apply these results to compartmental-type models of spatially extended excitable membranes. Ultimately this yields a system of stochastic partial differential equations which models the internal noise of a biological excitable membrane based on a theoretical derivation from exact stochastic hybrid models.
Full work available at URL: https://arxiv.org/abs/1112.4069
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central limit theoremlaw of large numberspiecewise deterministic Markov processesinfinite-dimensional stochastic processesexcitable membrane modelsrandom excitable media
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probability theory on linear topological spaces (60B11) Central limit and other weak theorems (60F05) Neural biology (92C20) Continuous-time Markov processes on general state spaces (60J25)
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