First Passage Times in the Near-Continuum Limit of Birth-Death Processes

Abstract

This Ph.D. thesis defense talk studies first passage times in the near-continuum limit of birth-death processes, with the Schlögl model as the main example. Starting from the deterministic description and the backward equation for the mean first passage time (MFPT), the talk applies a discrete exponential (large deviation, or rare event) ansatz. It then treats large deviations for Markov jump processes, including a rare event ansatz for the rescaled Master equation and Freidlin-Wentzell large deviation theory. The main messages are that the Fokker-Planck (diffusion) approximation may give the opposite answer to the relative stability question, that the MFPT exponent is not necessarily piecewise-constant over the range of state variables, and that the MFPT may not be dominated by the most likely path.

Date
May 31, 2007
Event
Ph.D. Thesis Defense, University of Michigan
Location
Ann Arbor, MI

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