Repository: Freie Universität Berlin, Math Department

Large deviations for Markov jump processes with uniformly diminishing rates

Agazzi, Andrea and Andreis, Luisa and Patterson, Robert I. A. and Renger, D.R. Michiel (2021) Large deviations for Markov jump processes with uniformly diminishing rates. arXive . pp. 1-19. (Unpublished)

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Official URL: https://arxiv.org/abs/2102.13040

Abstract

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 discuss the optimality of our assumptions on the decay of the jump rates. 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.

Item Type:Article
Subjects:Mathematical and Computer Sciences > Mathematics > Applied Mathematics
Divisions:Department of Mathematics and Computer Science > Institute of Mathematics
ID Code:2565
Deposited By: Monika Drueck
Deposited On:16 Dec 2021 09:42
Last Modified:16 Dec 2021 09:42

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