id: 05728604
dt: j
an: 05728604
au: Darling, R.W.R.; Norris, J.R.
ti: Differential equation approximations for Markov chains.
so: Probab. Surv. 5, 37-79, electronic only (2008).
py: 2008
pu: Sponsored by Institute of Mathematical Statistics and by the Bernoulli
    Society
la: EN
cc: 
ut: 
ci: 
li: doi:10.1214/07-PS121
ab: Summary: We formulate some simple conditions under which a Markov chain may
    be approximated by the solution to a differential equation, with
    quantifiable error probabilities. The role of a choice of coordinate
    functions for the Markov chain is emphasised. The general theory is
    illustrated in three examples: the classical stochastic epidemic, a
    population process model with fast and slow variables, and core-finding
    algorithms for large random hypergraphs.
rv: