Towards effective dynamics in complex systems by Markov kernel approximation

DOI10.1051/m2an/2009027zbMath1168.60358MaRDI QIDQ5192619

Christof Schütte, Tobias Jahnke

Publication date: 6 August 2009

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/194472

zbMATH Keywords

Markov process; metastability; model reduction; complex systems; transfer operators; mixture models; effective dynamics

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

62M05: Markov processes: estimation; hidden Markov models

60J25: Continuous-time Markov processes on general state spaces

65C40: Numerical analysis or methods applied to Markov chains

60J35: Transition functions, generators and resolvents