Large deviations for Markov jump processes with uniformly diminishing rates

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Date
2021
Volume
2816
Issue
Journal
Series Titel
WIAS Preprints
Book Title
Publisher
Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik
Abstract

We prove a large-deviation principle (LDP) for the sample paths of jump Markov processes in the small noise limit when, possibly, all the jump rates vanish uniformly, but slowly enough, in a region of the state space. We further show that our assumptions on the decay of the jump rates are optimal. As a direct application of this work we relax the assumptions needed for the application of LDPs to, e.g., Chemical Reaction Network dynamics, where vanishing reaction rates arise naturally particularly the context of Mass action kinetics.

Description
Keywords
Large deviations, chemical reaction networks, jump Markov processes, Freidlin--Wentzell theory
Citation
Agazzi, A., Andreis, L., Patterson, R. I. A., & Renger, D. R. M. (2021). Large deviations for Markov jump processes with uniformly diminishing rates (Vol. 2816). Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik. https://doi.org//10.20347/WIAS.PREPRINT.2816
License
This document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties.
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