Large deviations for Markov jump processes with uniformly diminishing rates

dc.bibliographicCitation.seriesTitleWIAS Preprintseng
dc.bibliographicCitation.volume2816
dc.contributor.authorAgazzi, Andrea
dc.contributor.authorAndreis, Luisa
dc.contributor.authorPatterson, Robert I. A.
dc.contributor.authorRenger, D. R. Michiel
dc.date.accessioned2022-07-05T14:00:01Z
dc.date.available2022-07-05T14:00:01Z
dc.date.issued2021
dc.description.abstractWe 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.eng
dc.description.versionpublishedVersioneng
dc.identifier.urihttps://oa.tib.eu/renate/handle/123456789/9534
dc.identifier.urihttps://doi.org/10.34657/8572
dc.language.isoeng
dc.publisherBerlin : Weierstraß-Institut für Angewandte Analysis und Stochastik
dc.relation.doihttps://doi.org/10.20347/WIAS.PREPRINT.2816
dc.relation.issn2198-5855
dc.rights.licenseThis 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.eng
dc.rights.licenseDieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden.ger
dc.subject.ddc510
dc.subject.otherLarge deviationseng
dc.subject.otherchemical reaction networkseng
dc.subject.otherjump Markov processeseng
dc.subject.otherFreidlin--Wentzell theoryeng
dc.titleLarge deviations for Markov jump processes with uniformly diminishing rateseng
dc.typeReporteng
dc.typeTexteng
dcterms.extent26 S.
tib.accessRightsopenAccess
wgl.contributorWIAS
wgl.subjectMathematik
wgl.typeReport / Forschungsbericht / Arbeitspapier
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