Compactification of the discrete state space of a Markov process

1968 ◽  
Vol 10 (3) ◽  
pp. 236-251 ◽  
Author(s):  
J. L. Doob
1979 ◽  
Vol 11 (2) ◽  
pp. 397-421 ◽  
Author(s):  
M. Yadin ◽  
R. Syski

The matrix of intensities of a Markov process with discrete state space and continuous time parameter undergoes random changes in time in such a way that it stays constant between random instants. The resulting non-Markovian process is analyzed with the help of supplementary process defined in terms of variations of the intensity matrix. Several examples are presented.


1979 ◽  
Vol 11 (02) ◽  
pp. 397-421
Author(s):  
M. Yadin ◽  
R. Syski

The matrix of intensities of a Markov process with discrete state space and continuous time parameter undergoes random changes in time in such a way that it stays constant between random instants. The resulting non-Markovian process is analyzed with the help of supplementary process defined in terms of variations of the intensity matrix. Several examples are presented.


Author(s):  
Tabea Waizmann ◽  
Luca Bortolussi ◽  
Andrea Vandin ◽  
Mirco Tribastone

Stochastic reaction networks are a fundamental model to describe interactions between species where random fluctuations are relevant. The master equation provides the evolution of the probability distribution across the discrete state space consisting of vectors of population counts for each species. However, since its exact solution is often elusive, several analytical approximations have been proposed. The deterministic rate equation (DRE) gives a macroscopic approximation as a compact system of differential equations that estimate the average populations for each species, but it may be inaccurate in the case of nonlinear interaction dynamics. Here we propose finite-state expansion (FSE), an analytical method mediating between the microscopic and the macroscopic interpretations of a stochastic reaction network by coupling the master equation dynamics of a chosen subset of the discrete state space with the mean population dynamics of the DRE. An algorithm translates a network into an expanded one where each discrete state is represented as a further distinct species. This translation exactly preserves the stochastic dynamics, but the DRE of the expanded network can be interpreted as a correction to the original one. The effectiveness of FSE is demonstrated in models that challenge state-of-the-art techniques due to intrinsic noise, multi-scale populations and multi-stability.


2019 ◽  
Vol 340 ◽  
pp. 222-232 ◽  
Author(s):  
Liang-Qun Li ◽  
Xiao-Li Wang ◽  
Wei-Xin Xie ◽  
Zong-Xiang Liu

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