Limit theorems for infinite-dimensional piecewise deterministic Markov processes. Applications to stochastic excitable membrane models

Abstract

We present limit theorems for a sequence of Piecewise Deterministic Markov Processes (PDMPs) taking values in a separable Hilbert space. This class of processes provides a rigorous framework for stochastic spatial models in which discrete random events are globally coupled with continuous space-dependent variables solving partial differential equations, e.g., stochastic hybrid models of excitable membranes. We derive a law of large numbers which establishes a connection to deterministic macroscopic models and a martingale central limit theorem which connects the stochastic fluctuations to diffusion processes. As a prerequisite we carry out a thorough discussion of Hilbert space valued martingales associated to the PDMPs. Furthermore, these limit theorems provide the basis for a general Langevin approximation to PDMPs, i.e., stochastic partial differential equations that are expected to be similar in their dynamics to PDMPs. We apply these results to compartmental-type models of spatially extended excitable membranes. Ultimately this yields a system of stochastic partial differential equations which models the internal noise of a biological excitable membrane based on a theoretical derivation from exact stochastic hybrid models.