Diffusion approximation of birth-death processes: comparison in terms of large deviations and exit points
From MaRDI portal
Publication:979202
DOI10.1016/j.spl.2010.03.006zbMath1204.60082OpenAlexW2049395361MaRDI QIDQ979202
Gilles Wainrib, Khashayar Pakdaman, Michèle Thieullen
Publication date: 25 June 2010
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2010.03.006
Related Items (9)
A Brief Introduction to Large Deviations Theory ⋮ Moderate deviations of hitting times of a family of density-dependent Markov chains ⋮ Large Deviations for Infectious Diseases Models ⋮ An exact stochastic hybrid model of excitable membranes including spatio-temporal evolution ⋮ Asymptotic results for first-passage times of some exponential processes ⋮ Continuum Approximation of Invasion Probabilities ⋮ Asymptotic results for random walks in continuous time with alternating rates ⋮ Large deviations for the stochastic predator–prey model with nonlinear functional response ⋮ Fluid limit theorems for stochastic hybrid systems with application to neuron models
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Fokker-Planck equation. Methods of solution and applications.
- Fluid limit theorems for stochastic hybrid systems with application to neuron models
- Extinction Times for Birth-Death Processes: Exact Results, Continuum Asymptotics, and the Failure of the Fokker--Planck Approximation
- Limit theorems for sequences of jump Markov processes approximating ordinary differential processes
- Handbook of stochastic methods for physics, chemistry and the natural sciences.
- Asymptotic distributions of solutions of ordinary differential equations with wide band noise inputs: approximate invariant measures
This page was built for publication: Diffusion approximation of birth-death processes: comparison in terms of large deviations and exit points
