Large deviations for two time-scale jump-diffusions and Markov chain models
Probability Seminar
Feb 7, 2018, 03:10 PM - 04:00 PM | 1011 Evans Hall | Happening As Scheduled
Lea Popovic, Concordia University
For a number of processes in biology the appropriate stochastic modelling is done in
terms of multi-scale Markov processes with fully dependent slow and fast fluctuating variables.
The most common examples of such multi-scale processes are deterministic evolutions, jump-diffusions,
and state dependent Markov chains. The law of large numbers limit, central limit theorem,
and the corresponding...