Structural classification of continuous time Markov chains with applications

DOI10.1080/17442508.2021.2017937MaRDI QIDQ5056587zbMATH OpenOpenAlexFDO

Authors Chuang Xu, Mads Christian Hansen, Carsten Wiuf

Publication date 8 December 2022

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2006.09802

zbMATH Keywords

\(Q\)-matrixbirth-death processesextinctionpersistencepositive irreducible componentsquasi irreducible componentsstochastic reaction networksstructural equivalence

Mathematics Subject Classification ID

Applications of continuous-time Markov processes on discrete state spaces (60J28) Applications of branching processes (60J85) Kinetics in biochemical problems (pharmacokinetics, enzyme kinetics, etc.) (92C45)

Abstract: This paper is motivated by examples from stochastic reaction network theory. The $Q$-matrix of a stochastic reaction network can be derived from the reaction graph, an edge-labelled directed graph encoding the jump vectors of an associated continuous time Markov chain on the invariant space $mathbb{N}_0^d$. An open question is how to decompose the space $mathbb{N}_0^d$ into neutral, trapping, and escaping states, and open and closed communicating classes, and whether this can be done from the reaction graph alone. Such general continuous time Markov chains can be understood as natural generalizations of birth-death processes, incorporating multiple different birth and death mechanisms. We characterize the structure of $mathbb{N}_0^d$ imposed by a general $Q$-matrix generating continuous time Markov chains with values in $mathbb{N}_0^d$, in terms of the set of jump vectors and their corresponding transition rate functions. Thus the setting is not limited to stochastic reaction networks. Furthermore, we define structural equivalence of two $Q$-matrices, and provide sufficient conditions for structural equivalence. Examples are abundant in applications. We apply the results to stochastic reaction networks, a Lotka-Volterra model in ecology, the EnvZ-OmpR system in systems biology, and a class of extended branching processes, none of which are birth-death processes.

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Cited in

(2)

• Full classification of dynamics for one-dimensional continuous-time Markov chains with polynomial transition rates
• Stationary measures of continuous-time Markov chains with applications to stochastic reaction networks

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