Minimal moment equations for stochastic models of biochemical reaction networks with partially finite state space

2015 ◽  
Vol 143 (24) ◽  
pp. 244103 ◽  
Author(s):  
Jakob Ruess
Keyword(s):  
State Space ◽  
Stochastic Models ◽  
Biochemical Reaction ◽  
Reaction Networks ◽  
Moment Equations ◽  
Biochemical Reaction Networks ◽  
Finite State ◽  
Finite State Space

Rate modulation in dams and ruin problems

1996 ◽  
Vol 33 (2) ◽  
pp. 523-535 ◽  
Author(s):  
Søren Asmussen ◽  
Offer Kella
Keyword(s):  
State Space ◽  
Release Rate ◽  
Risk Process ◽  
The State ◽  
Limiting Distribution ◽  
Process Conditions ◽  
Explicit Formulas ◽  
Rate Modulation ◽  
Finite State ◽  
Finite State Space

We consider a dam in which the release rate depends both on the state and some modulating process. Conditions for the existence of a limiting distribution are established in terms of an associated risk process. The case where the release rate is a product of the state and the modulating process is given special attention, and in particular explicit formulas are obtained for a finite state space Markov modulation.

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