Piecewise-deterministic Markov processes as limits of Markov jump processes. (English) Zbl 1254.60031

Summary: A classical result about Markov jump processes states that a certain class of dynamical systems given by ordinary differential equations are obtained as the limit of a sequence of scaled Markov jump processes. This approach fails if the scaling cannot be carried out equally across all entities. In the present paper, we present a convergence theorem for such an unequal scaling. In contrast to an equal scaling, the limit process is not purely deterministic but still possesses randomness. We show that these processes constitute a rich subclass of piecewise-deterministic processes. Such processes apply in molecular biology, where entities often occur in different scales of numbers.


60F15 Strong limit theorems
60J28 Applications of continuous-time Markov processes on discrete state spaces
92C40 Biochemistry, molecular biology
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