Bounding mean first passage times in population continuous-time Markov chains

DOI10.1007/978-3-030-59854-9_13MaRDI QIDQ2056989zbMATHOpenAlexFDO

Authors Michael Backenköhler, Luca Bortolussi, Verena Wolf

Publication date 8 December 2021

Full work available at URL https://arxiv.org/abs/1910.12562

zbMATH Keywords

semi-definite programmingexit time distributionMarkov population modelspopulation continuous-time Markov chainsreachability probability

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Semidefinite programming (90C22)

Abstract: We consider the problem of bounding mean first passage times for a class of continuous-time Markov chains that captures stochastic interactions between groups of identical agents. The quantitative analysis of such probabilistic population models is notoriously difficult since typically neither state-based numerical approaches nor methods based on stochastic sampling give efficient and accurate results. Here, we propose a technique that extends recently developed methods using semi-definite programming to determine bounds on mean first passage times. We further apply the technique to hybrid models and demonstrate its accuracy and efficiency for some examples from biology.

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Cited in

(10)

• Mean first passage times for piecewise deterministic Markov processes and the effects of critical points
• Abstraction-guided truncations for stationary distributions of Markov population models
• On-the-fly uniformization of time-inhomogeneous infinite Markov population models
• Mapping absorption processes onto a Markov chain, conserving the mean first passage time
• Exponentiality of first passage times of continuous time Markov chains
• Bounding the equilibrium distribution of Markov population models.
• Bounding the first passage time on an average
• Stationary distributions and mean first passage times of perturbed Markov chains
• First passage time of a Markov chain that converges to Bessel process
• Optimal Bayesian estimation of Gaussian mixtures with growing number of components

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