Central limit theorems and diffusion approximations for multiscale Markov chain models

DOI10.1214/13-AAP934zbMath1319.60045arXiv1208.3783MaRDI QIDQ2448694

Thomas G. Kurtz, Hye-Won Kang, Lea Popovic

Publication date: 5 May 2014

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1208.3783

zbMATH Keywords

functional central limit theoremmartingale methodsdiffusion approximationscontinuous-time Markov chainssystems biologyscaling limitsreaction networks

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Classical flows, reactions, etc. in chemistry (92E20) Kinetics in biochemical problems (pharmacokinetics, enzyme kinetics, etc.) (92C45) Martingales with continuous parameter (60G44) Diffusion processes (60J60) Reaction effects in flows (76V05) Diffusion processes and stochastic analysis on manifolds (58J65) Cell biology (92C37) Chemical kinetics in thermodynamics and heat transfer (80A30) Functional limit theorems; invariance principles (60F17) Continuous-time Markov processes on discrete state spaces (60J27) Applications of continuous-time Markov processes on discrete state spaces (60J28)

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