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Multiscale Piecewise Deterministic Markov Process in Infinite Dimension: Central Limit Theorem and Langevin Approximation

In [20], the authors addressed the question of the averaging of a slow-fast Piecewise Deterministic Markov Process (PDMP) in infinite dimension. In the present paper, we carry on and complete this work by the mathematical analysis of the fluctuation of the slow-fast system around the averaged limit. A central limit theorem is derived and the associated Langevin approximation is considered. The motivation of this work is a stochastic Hodgkin-Huxley model which describes the propagation of an action potential along the nerve fiber. We study this PDMP in detail and provide more general results for a class of Hilbert space valued PDMP.

preprint2012arXivOpen access
A. GenadotM. Thieullen
math.PR
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A. GenadotM. Thieullen

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