Quantitative Coarse-Graining of Markov Chains

DOI10.1137/22m1473996arXiv2201.10256OpenAlexW4390977328WikidataQ129929750 ScholiaQ129929750MaRDI QIDQ6190966

Upanshu Sharma, Bastian Hilder

Publication date: 8 February 2024

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

Full work available at URL: https://arxiv.org/abs/2201.10256

zbMATH Keywords

relative entropyfunctional inequalitiescontinuous-time Markov chainsslow-fast systemcoarse-grainingeffective dynamics

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10) Averaging method for ordinary differential equations (34C29) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Continuous-time Markov processes on discrete state spaces (60J27)

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