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Multiscale Piecewise Deterministic Markov Process in infinite dimension: central limit theorem and Langevin approximation

Multiscale Piecewise Deterministic Markov Process in infinite dimension: central limit theorem and Langevin approximation

In [A. Genadot and M. Thieullen, Averaging for a fully coupled piecewise-deterministic markov process in infinite dimensions. Adv. Appl. Probab. 44 (2012) 749–773], the authors addressed the question of averaging for a slow-fast Piecewise Deterministic Markov Process (PDMP) in infinite dimensions. In the present paper, we carry on and complete …