Differential equation approximations for Markov chains

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dc.creatorDarling, R. W. R.
dc.creatorNorris, J. R.
dc.date2007-10-17
dc.date2008-04-23
dc.date.accessioned2026-07-07T09:33:54Z
dc.date.available2026-07-07T09:33:54Z
dc.descriptionWe formulate some simple conditions under which a Markov chain may be approximated by the solution to a differential equation, with quantifiable error probabilities. The role of a choice of coordinate functions for the Markov chain is emphasised. The general theory is illustrated in three examples: the classical stochastic epidemic, a population process model with fast and slow variables, and core-finding algorithms for large random hypergraphs.
dc.descriptionPublished in at http://dx.doi.org/10.1214/07-PS121 the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/0710.3269
dc.identifierhttp://arxiv.org/abs/0710.3269
dc.identifierProbability Surveys 2008, Vol. 5, 37-79
dc.identifierdoi:10.1214/07-PS121
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/159297
dc.subjectProbability
dc.subject05C65 (Primary) 60J75, 05C80 (Secondary)
dc.titleDifferential equation approximations for Markov chains
dc.typetext

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