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Linear noise approximation

Near a stable deterministic equilibrium, replace the drift by its linearization and the diffusion coefficient by its equilibrium value. The resulting Ornstein-Uhlenbeck approximation has a stationary normal distribution.

Ancestors (9)

  1. Diffusion approximation of a birth-death process
  2. Birth-death process
  3. Continuous-time Markov chain
  4. Markov chain
  5. Probability theory
  6. Probability and statistics
  7. Area of mathematics
  8. Mathematics
  9. Home

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