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Large deviations of Markov chains with multiple time-scales

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For Markov processes evolving on multiple time-scales a combination of large com- ponent scalings and averaging of rapid fluctuations can lead to useful limits for model approximation. A general approach… Click to show full abstract

For Markov processes evolving on multiple time-scales a combination of large com- ponent scalings and averaging of rapid fluctuations can lead to useful limits for model approximation. A general approach to proving a law of large numbers to a deter- ministic limit and a central limit theorem around it have already been proven in [15] and [16] for such multi-scale Markov processes. We present here a general approach to proving a large deviation principle in path space for such processes. Motivated by models with multiple time-scales arising in systems biology, we apply the large devia- tion results to general chemical reaction systems with explicit calculations for several relevant examples.

Keywords: deviations markov; multiple time; time scales; markov chains; large deviations

Journal Title: Stochastic Processes and their Applications
Year Published: 2019

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