Central limit theorems and diffusion approximations for multiscale Markov chain models


Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple timescales, by a combination of the two. Motivated by models with multiple timescales arising in systems biology, we present a general approach to proving a central limit theorem capturing the fluctuations of the original model around the deterministic limit. The central limit theorem provides a method for deriving an appropriate diffusion (Langevin) approximation.