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A Nontrivial Scaling Limit for Multiscale Markov Chains.

Authors :
DeVille, R. E. Lee
Vanden-Eijnden, Eric
Source :
Journal of Statistical Physics. Jan2007, Vol. 126 Issue 1, p75-94. 20p. 2 Graphs.
Publication Year :
2007

Abstract

We consider Markov chains with fast and slow variables and show that in a suitable scaling limit, the dynamics becomes deterministic, yet is far away from the standard mean field approximation. This new limit is an instance of self-induced stochastic resonance which arises due to matching between a rare event timescale on the one hand and the natural timescale separation in the underlying problem on the other. Here it is illustrated on a model of a molecular motor, where it is shown to explain the regularity of the motor gait observed in some experiments. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00224715
Volume :
126
Issue :
1
Database :
Academic Search Index
Journal :
Journal of Statistical Physics
Publication Type :
Academic Journal
Accession number :
23764689
Full Text :
https://doi.org/10.1007/s10955-006-9237-1