Limit theorems for sequences of jump Markov processes approximating ordinary differential processes

From MaRDI portal
Publication:5624491

DOI10.2307/3211904zbMath0219.60060OpenAlexW1997698024MaRDI QIDQ5624491

Thomas G. Kurtz

Publication date: 1971

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3211904




Related Items

Stochastic models for mainland-island metapopulations in static and dynamic landscapesRegularity and stability for the semigroup of jump diffusions with state-dependent intensitySimple SIR models with Markovian controlLinear parabolic differential equations as limits of space-time jump Markov processesNonlinear Markov processes in big networksAn individual-based model for the Lenski experiment, and the deceleration of the relative fitnessA piecewise deterministic limit for a multiscale stochastic spatial gene networkFluctuation domains in adaptive evolutionLimit theorems for multitype epidemicsHigh density limit theorems for nonlinear chemical reactions with diffusionStochastic dynamics of an SIS epidemic on networksThe probability of epidemic fade-out is non-monotonic in transmission rate for the Markovian SIR model with demographyEpidemics on networks with heterogeneous population and stochastic infection ratesGaussian process approximations for fast inference from infectious disease dataEstimating variability in models for recurrent epidemics: assessing the use of moment closure techniquesNetwork-based analysis of a small Ebola outbreakParameter sensitivity analysis for biochemical reaction networksExtinction times in the subcritical stochastic SIS logistic epidemicHamiltonian analysis of subcritical stochastic epidemic dynamicsLines of descent under selectionEstimation for queues from queue length dataContact processes with random connection weights on regular graphsTranslated Poisson approximation to equilibrium distributions of Markov population processesThe relationships between message passing, pairwise, Kermack-McKendrick and stochastic SIR epidemic modelsOn parameter estimation in population modelsDiffusion dynamics on the coexistence subspace in a stochastic evolutionary gameMesoscopic population equations for spiking neural networks with synaptic short-term plasticityOn parameter estimation in population models. II: Multi-dimensional processes and transient dynamicsA stochastic model for transmission, extinction and outbreak of \textit{Escherichia coli} O157:H7 in cattle as affected by ambient temperature and cleaning practicesStochastic diffusion processes on Cartesian meshesDirect simulation of the infinitesimal dynamics of semi-discrete approximations for convection-diffusion-reaction problemsFeatures of fast living: on the weak selection for longevity in degenerate birth-death processesOn real-valued SDE and nonnegative-valued SDE population models with demographic variabilityLaw of large numbers and central limit theorem for a class of pure jump Markov processLumpability abstractions of rule-based systemsAnalysis and control of epidemics in temporal networks with self-excitement and behavioral changesLinear processes in stochastic population dynamics: theory and application to insect developmentOn the evolution of behavioral reproductive isolation: The Wallace effectThe distribution of the time taken for an epidemic to spread between two communitiesTotal variation approximation for quasi-equilibrium distributions. IIEstimating the basic reproduction number from surveillance data on past epidemicsA central limit theorem for the gossip processDerivation and computation of discrete-delay and continuous-delay SDEs in mathematical biologyFluid and diffusion models for a system of taxis and customers with delayed matchingSome results on weak convergence of jump Markov processes and their stability propertiesHIV/AIDS model with delay and the effects of stochasticityThe effect of recurrent mutation on the linkage disequilibrium under a selective sweepA stochastic SIS epidemic with demography: Initial stages and time to extinctionExact epidemic models on graphs using graph-automorphism driven lumpingImproving the stochastic direct simulation method with applications to evolution partial differential equationsA stochastic model for head lice infectionsAssessing the variability of stochastic epidemicsIndividual and patch behaviour in structured metapopulation modelsA stochastic spatial dynamical model for Aedes aegyptiDynamics of a stochastic HBV infection model with cell-to-cell transmission and immune responseA stochastic SIR network epidemic model with preventive dropping of edgesStochastic representations for the wave equation on graphs and their scaling limitsEstimating the basic reproductive number during the early stages of an emerging epidemicSkorohod problems with nonsmooth boundary conditionsDiffusion approximations for controlled weakly interacting large finite state systems with simultaneous jumpsStochastic modeling of phytoplankton allelopathyDiffusion limit for the partner model at the critical valueOn parameter estimation in population models. III: Time-inhomogeneous processes and observation errorWeak convergence of marked point processes generated by crossings of multivariate jump processes. applications to neural network modelingConvergence of stochastic gene networks to hybrid piecewise deterministic processesThe probability of extinction in a bovine respiratory syncytial virus epidemic modelDiffusion approximation of birth-death processes: comparison in terms of large deviations and exit pointsLimit theorems for age and density dependent stochastic population modelsA law of large numbers approximation for Markov population processes with countably many typesStructural stability analysis of an algal bloom mathematical model in tropic interactionCollective phenomena in interacting particle systemsLimits of noise for autoregulated gene expressionInvasion probabilities, hitting times, and some fluctuation theory for the stochastic logistic processA multi-class extension of the mean field Bolker-Pacala population modelA central limit theorem for age- and density-dependent population processesA diffusion-approximation analysis of a general n-compartment systemNon-linear dynamics of systems coupled with external noise: some exact resultsStrong approximation theorems for density dependent Markov chainsAn approximate sampling formula under genetic hitchhikingMarkovian dynamics on complex reaction networksThe ancestral selection graph under strong directional selectionA stochastic population dynamics model for Aedes Aegypti: formulation and application to a city with temperate climateStochastic and deterministic models for SIS epidemics among a population partitioned into householdsAutomated deep abstractions for stochastic chemical reaction networksTime-periodic oscillations in a model for the respiratory process of a bacterial cultureExact description of SIR-bass epidemics on 1D latticesFrom Markov jump systems to two species competitive Lotka-Volterra equations with diffusionShot noise, weak convergence and diffusion approximationsEffect of movement on the early phase of an epidemicA dynamical model of company growthPropagation of chaos in the nonlocal adhesion models for two cancer cell phenotypesState-dependent stochastic networks. I: Approximation and applications with continuous diffusion limitsTotal variation distance between a jump-equation and its Gaussian approximationOn the convergence of sequences of stationary jump Markov processesTransient dynamics of absorbed singular diffusionsThe stochastic SI model with recruitment and deaths. I: Comparison with the closed SIS modelStochastic effects on endemic infection levels of disseminating versus local contactsA general model for stochastic SIR epidemics with two levels of mixingAn algorithmic synthesis of the deterministic and stochastic paradigms via computer intensive methodsStrategic games in a competitive market: feedback from the users' environmentAmplification of intrinsic fluctuations by the Lorenz equationsPiecewise-Deterministic Markov Processes as Limits of Markov Jump ProcessesOn Markov Chain Approximations to Semilinear Partial Differential Equations Driven by Poisson Measure NoiseSimulation of stochastic diffusion via first exit timesA Stochastic Analysis of Power Doubling Time for a Subcritical SystemModelling population processes with random initial conditionsAnalysis and Design of Jump Coefficients in Discrete Stochastic Diffusion ModelsAn inference procedure for conflict modelsStochastic models for the spread of HIV in a mobile heterosexual populationThe Size of a Political ClubModeling Memory Effects in Activity-Driven NetworksDerivation of Several SDE Systems in One- and Two-Locus Population GeneticsAn adaptive algorithm for simulation of stochastic reaction-diffusion processesHybrid Markov chain models of S-I-R disease dynamicsElementary proof of convergence to the mean-field model for the SIR processSingular SDEs with critical non-local and non-symmetric Lévy type generatorControl Theory and Experimental Design in Diffusion ProcessesThe effect of clumped population structure on the variability of spreading dynamicsComparison of deterministic and stochastic regime in a model for Cdc42 oscillations in fission yeastRevisit of macroscopic dynamics for some non-equilibrium chemical reactions from a Hamiltonian viewpointEstimating the basic reproduction number from noisy daily dataStrong Gaussian approximation of metastable density-dependent Markov chains on large time scalesA stochastic analysis of a SIQR epidemic model with short and long-term prophylaxisDimension reduction for stochastic dynamical systems forced onto a manifold by large drift: a constructive approach with examples from theoretical biologyA random walk through Canadian contributions on empirical processes and their applications in probability and statisticsLarge Deviation Principle and Thermodynamic Limit of Chemical Master Equation via Nonlinear SemigroupAccelerating Bayesian inference for stochastic epidemic models using incidence dataHamilton Dynamics in Chemical Reactions: the Maupertuis Principle, Transition Paths and Energy LandscapeQuantitative Propagation of Chaos in a Bimolecular Chemical Reaction-Diffusion ModelA quasistationary analysis of a stochastic chemical reaction: Keizer's paradoxLarge deviation principle for quasi-stationary distributions and multiscale dynamics of absorbed singular diffusionsOptimal interventions of infectious diseaseFitting stochastic epidemic models to gene genealogies using linear noise approximationA time‐varying network model for sexually transmitted infections accounting for behavior and control actionsA unified framework for limit results in chemical reaction networks on multiple time-scalesOn the Approximation Error of Mean-Field ModelsComparison between the deterministic and stochastic models of nonlocal diffusionInteractions between the immune system and cancer: A brief review of non-spatial mathematical modelsRelations between deterministic and stochastic thresholds for disease extinction in continuous- and discrete-time infectious disease modelsCompartmental limit of discrete Bass models on networksA model for a spatially structured metapopulation accounting for within patch dynamicsQuantifying intrinsic and extrinsic noise in gene transcription using the linear noise approximation: an application to single cell dataOn the Dynamical Interplay of Positive and Negative AffectsCentral limit theorems and diffusion approximations for multiscale Markov chain modelsHYDRODYNAMIC LIMIT OF ORDER-BOOK DYNAMICSRENORMALIZATION OF ATOMISTIC GROWTH MODELSStochastically-induced bistability in chemical reaction systemsUnnamed ItemTier structure of strongly endotactic reaction networksDynamics of infection with multiple transmission mechanisms in unmanaged/managed animal populationsStochastic models for theTrojan Y-Chromosomeeradication strategy of an invasive speciesLong lived transients in gene regulationBlowing-up of deterministic fixed points in stochastic population dynamicsSome Investigations Concerning the CTMC and the ODE Model Derived From Bio-PEPAOne‐Dimensional Birth‐Death Process and Delbrück‐Gillespie Theory of Mesoscopic Nonlinear Chemical ReactionsCentral limit theorems for SIR epidemics and percolation on configuration model random graphsDiffusion of information in a social groupMathematical modeling of spatio-temporal population dynamics and application to epidemic spreadingDetailed balance, local detailed balance, and global potential for stochastic chemical reaction networksGeometric fluid approximation for general continuous-time Markov chainsDynamics of stochastic epidemics on heterogeneous networksEpidemic modeling: Diffusion approximation vs. stochastic differential equations allowing reflectionEndemic Behaviour of SIS Epidemics with General Infectious Period DistributionsA hierarchy of approximations of the master equation scaled by a size parameterInference for reaction networks using the linear noise approximationScaling limits of interacting diffusions in domainsReduced-load equivalence for Gaussian processesA Comparison of Stochastic Systems with Different Types of DelaysA stochastic metapopulation model accounting for habitat dynamicsEscape from the boundary in Markov population processesA stochastic model for disease transmission in a managed herd, motivated by \textit{Neospora caninum} amongst dairy cattleLandscapes of non-gradient dynamics without detailed balance: Stable limit cycles and multiple attractorsFluid limit theorems for stochastic hybrid systems with application to neuron modelsA class of stochastic epidemic models and its deterministic counterpartPosterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMCDiffusion approximations for load balancing mechanisms in cloud storage systemsAn investigation into the statistical properties of TB episodes in a South African community with high HIV prevalenceComparison of Markov Chain and Stochastic Differential Equation Population Models Under Higher-Order Moment Closure ApproximationsDemographic stochasticity and evolution of dispersion. I: Spatially homogeneous environmentsDemographic stochasticity and evolution of dispersion. II: Spatially inhomogeneous environmentsA stochastic SIS infection model incorporating indirect transmissionMaintenance of diversity in a hierarchical host-parasite model with balancing selection and reinfectionLimit theorems for generalized density-dependent Markov chains and bursty stochastic gene regulatory networksPhase Reduction of Stochastic Biochemical OscillatorsDynamical Systems and Stochastic Programming: To Ordinary Differential Equations and BackThe linear noise approximation for spatially dependent biochemical networksSpatial stochastic intracellular kinetics: a review of modelling approachesStochastic and deterministic analysis of SIS household epidemicsFluctuation limits of a locally regulated population and generalized Langevin equationsGeneralizations of the `linear chain trick': incorporating more flexible dwell time distributions into mean field ODE modelsEffect of molecular fluctuations on the description of chaos by macrovariable equationsForward Simulation Markov Chain Monte Carlo with Applications to Stochastic Epidemic ModelsMarkov chain approximations to filtering equations for reflecting diffusion processes.Statistical Inference on a Stochastic Epidemic ModelSpatio-temporal hybrid (PDMP) models: central limit theorem and Langevin approximation for global fluctuations. Application to electrophysiologyCoupling Particle-Based Reaction-Diffusion Simulations with Reservoirs Mediated by Reaction-Diffusion PDEsQuasi-stationary distributions for discrete-state modelsExact equations for SIR epidemics on tree graphsA fluid approach to total-progeny-dependent birth-and-death processes