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(Unpublished)

PDF
395kB |

Official URL: http://arXiv:2102.13040v1

## 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 |
---|---|

Additional Information: | 6. A. Agazzi, L. Andreis*, R. I. A. Patterson*, and D. R. M. Renger*. Large deviations for Markov jump processes with uniformly diminishing rates. Technical Report 2102.13040, arxiv, 2021. arXiv:2102.13040. |

Subjects: | Mathematical and Computer Sciences > Mathematics > Applied Mathematics |

Divisions: | Department of Mathematics and Computer Science > Institute of Mathematics |

ID Code: | 2641 |

Deposited By: | Monika Drueck |

Deposited On: | 08 Dec 2021 09:19 |

Last Modified: | 08 Dec 2021 09:19 |

Repository Staff Only: item control page