We prove a large-deviation principle (LDP) for the sample paths of jump Markov processes in the small noise limit when, possibly, all the jump rates vanish uniformly, but slowly enough, in a region of the state space. We further discuss the optimality of our assumptions on the decay of the jump rates. As a direct application of this work we relax the assumptions needed for the application of LDPs to, e.g., Chemical Reaction Network dynamics, where vanishing reaction rates arise naturally particularly the context of mass action kinetics.(c) 2022 Elsevier B.V. All rights reserved.

Large deviations for Markov jump processes with uniformly diminishing rates / Agazzi, A; Andreis, L; Patterson, RIA; Renger, DRM. - In: STOCHASTIC PROCESSES AND THEIR APPLICATIONS. - ISSN 0304-4149. - ELETTRONICO. - 152:(2022), pp. 533-559. [10.1016/j.spa.2022.06.017]

Large deviations for Markov jump processes with uniformly diminishing rates

Andreis, L
;
2022

Abstract

We prove a large-deviation principle (LDP) for the sample paths of jump Markov processes in the small noise limit when, possibly, all the jump rates vanish uniformly, but slowly enough, in a region of the state space. We further discuss the optimality of our assumptions on the decay of the jump rates. As a direct application of this work we relax the assumptions needed for the application of LDPs to, e.g., Chemical Reaction Network dynamics, where vanishing reaction rates arise naturally particularly the context of mass action kinetics.(c) 2022 Elsevier B.V. All rights reserved.
152
533
559
Agazzi, A; Andreis, L; Patterson, RIA; Renger, DRM
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2158/1291245
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