Convergence of Moments of tau Leaping Schemes for Unbounded Markov Processes on Integer Lattices

DOI10.1137/15M1010166zbMath1346.60126arXiv1408.5527OpenAlexW2962695863MaRDI QIDQ2788629

Muruhan Rathinam

Publication date: 22 February 2016

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1408.5527

zbMATH Keywords

weak convergenceerror analysisinteger latticescontinuous-time Markov processesstochastic chemical kineticstau leaping scheme

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Probabilistic models, generic numerical methods in probability and statistics (65C20) Classical flows, reactions, etc. in chemistry (92E20) Continuous-time Markov processes on discrete state spaces (60J27) Applications of continuous-time Markov processes on discrete state spaces (60J28)

Related Items (4)

Convergence of Regularized Particle Filters for Stochastic Reaction Networks ⋮ Estimation of Parameter Sensitivities for Stochastic Reaction Networks Using Tau-Leap Simulations ⋮ Multilevel hybrid split-step implicit tau-leap ⋮ Quasi-Monte Carlo methods applied to tau-leaping in stochastic biological systems

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