Large deviations for Markov jump processes with uniformly diminishing rates
dc.bibliographicCitation.seriesTitle | WIAS Preprints | eng |
dc.bibliographicCitation.volume | 2816 | |
dc.contributor.author | Agazzi, Andrea | |
dc.contributor.author | Andreis, Luisa | |
dc.contributor.author | Patterson, Robert I. A. | |
dc.contributor.author | Renger, D. R. Michiel | |
dc.date.accessioned | 2022-07-05T14:00:01Z | |
dc.date.available | 2022-07-05T14:00:01Z | |
dc.date.issued | 2021 | |
dc.description.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. | eng |
dc.description.version | publishedVersion | eng |
dc.identifier.uri | https://oa.tib.eu/renate/handle/123456789/9534 | |
dc.identifier.uri | https://doi.org/10.34657/8572 | |
dc.language.iso | eng | |
dc.publisher | Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik | |
dc.relation.doi | https://doi.org/10.20347/WIAS.PREPRINT.2816 | |
dc.relation.issn | 2198-5855 | |
dc.rights.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. | eng |
dc.rights.license | Dieses 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.ddc | 510 | |
dc.subject.other | Large deviations | eng |
dc.subject.other | chemical reaction networks | eng |
dc.subject.other | jump Markov processes | eng |
dc.subject.other | Freidlin--Wentzell theory | eng |
dc.title | Large deviations for Markov jump processes with uniformly diminishing rates | eng |
dc.type | Report | eng |
dc.type | Text | eng |
dcterms.extent | 26 S. | |
tib.accessRights | openAccess | |
wgl.contributor | WIAS | |
wgl.subject | Mathematik | |
wgl.type | Report / Forschungsbericht / Arbeitspapier |
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