A nontrivial scaling limit for multiscale Markov chains
type: Item
instance of: scholarly article
title: A nontrivial scaling limit for multiscale Markov chains
zbMATH Open document ID: 1114.82020
author: Eric Vanden-Eijnden
author: R. E. L. DeVille
published in: Journal of Statistical Physics
publication date: 2007-04-26T00:00:00Z
review text: The authors consider Markov chains with two variables characterized by two different timescales. They show that in a suitable scaling limit the presence of fast and slow variables leads to a deterministic dynamics, radically different from the mean field limit obtained by rescaling in a Markov chain with a singe variable. The authors also analyze an application to a model of a molecular motor. The obtained results are put in connection with the phenomenon of self-induced stochastic resonance [\textit{M. I. Freidlin}, J. Stat. Phys. 103, No. 1--2, 283--300 (2001; Zbl 1019.82008)], where matching between two quite different timescales leads to important effects driven by noise in the coherent dynamics.
reviewed by: Bassano Vacchini
Mathematics Subject Classification ID: 82C31
Mathematics Subject Classification ID: 60J10
zbMATH DE Number: 5146516
zbMATH Keywords: Markov chain
zbMATH Keywords: scaling limit
zbMATH Keywords: large deviations
zbMATH Keywords: self-induced stochastic resonance
zbMATH Keywords: molecular motors
zbMATH Keywords: deterministic dynamics
MaRDI profile type: Publication
full work available at URL: s10955-006-9237-1
OpenAlex ID: W2070031760
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DOI: 10.1007/S10955-006-9237-1
description: scientific article; zbMATH DE number 5146516