A new path method for exponential ergodicity of Markov processes on $\mathbb Z^d$, with applications to stochastic reaction networks
Abstract
This paper provides a new path method that can be used to determine when an ergodic continuous-time Markov chain on converges exponentially fast to its stationary distribution in . Specifically, we provide general conditions that guarantee the positivity of the spectral gap. Importantly, our results do not require the assumption of time-reversibility of the Markov model. We then apply our new method to the well-studied class of stochastically modeled reaction networks. Notably, we show that each complex-balanced model that is also ``open'' has a positive spectral gap, and is therefore exponentially ergodic. We further illustrate how our results can be applied for models that are not necessarily complex-balanced. Moreover, we provide an example of a detailed-balanced (in the sense of reaction network theory), and hence complex-balanced, stochastic reaction network that is not exponentially ergodic. We believe this to be the first such example in the literature.
Keywords
Cite
@article{arxiv.2309.06970,
title = {A new path method for exponential ergodicity of Markov processes on $\mathbb Z^d$, with applications to stochastic reaction networks},
author = {David F. Anderson and Daniele Cappelletti and Wai-Tong Louis Fan and Jinsu Kim},
journal= {arXiv preprint arXiv:2309.06970},
year = {2023}
}
Comments
44 pages