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

DOI10.1007/978-3-030-59854-9_13zbMATH Open1486.60093arXiv1910.12562OpenAlexW3106672525MaRDI QIDQ2056989FDOQ2056989

Authors: Michael Backenköhler, Luca Bortolussi, Verena Wolf 

Publication date: 8 December 2021

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.

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

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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)

Cited In (10)

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

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