On continuum approximations of discrete-state Markov processes of large system size
type: Item
instance of: scholarly article
title: On Continuum Approximations of Discrete-State Markov Processes of Large System Size
zbMATH Open document ID: 1465.60068
DOI: 10.1137/20M1332293
author: Davin Lunz
published in: Multiscale Modeling & Simulation
publication date: 2021-04-08T00:00:00Z
Mathematics Subject Classification ID: 60J27
Mathematics Subject Classification ID: 35Q84
zbMATH DE Number: 7331784
zbMATH Keywords: continuum approximation
zbMATH Keywords: Markov processes
zbMATH Keywords: stochastic processes
zbMATH Keywords: asymptotic analysis
zbMATH Keywords: WKB approximation
zbMATH Keywords: first-passage times
Wikidata QID: Q114074205
MaRDI profile type: MaRDI publication profile
cites work: Science and Statistics
cites work: Stochastic processes in cell biology
cites work: Extinction Times for Birth-Death Processes: Exact Results, Continuum Asymptotics, and the Failure of the Fokker--Planck Approximation
cites work: Computing the moments of high dimensional solutions of the master equation
cites work: Q3232397
cites work: Stochastic methods. A handbook for the natural and social sciences
cites work: The Poisson representation. I: A new technique for chemical master equations
cites work: The expected extinction time of a population within a system of interacting biological populations
cites work: Q3997900
cites work: Q3150781
cites work: Q3684943
cites work: Quasi-stationary distributions and population processes
cites work: The Fokker-Planck equation. Methods of solutions and applications.
cites work: A POWER SERIES EXPANSION OF THE MASTER EQUATION
cites work: Q4748912
cites work: Applications of WKB and Fokker-Planck methods in analyzing population extinction driven by weak demographic fluctuations
full work available at URL: 20m1332293
OpenAlex ID: W3126121296
Recommended article: Mean-field approximation of counting processes from a differential equation perspective
Recommended article: On the error of Fokker-Planck approximations of some one-step density dependent processes.
Recommended article: Decay of the metastable state in a chemical system: Different predictions between discrete and continuous models
Recommended article: An alternative route to the system-size expansion
Recommended article: Bounds and approximations for continuous-time Markovian transition probabilities and large systems
description: scientific article; zbMATH DE number 7331784