On-the-fly Uniformization of Time-Inhomogeneous Infinite Markov Population Models
Probability
2011-07-15 v3 Computational Engineering, Finance, and Science
Numerical Analysis
Abstract
This paper presents an on-the-fly uniformization technique for the analysis of time-inhomogeneous Markov population models. This technique is applicable to models with infinite state spaces and unbounded rates, which are, for instance, encountered in the realm of biochemical reaction networks. To deal with the infinite state space, we dynamically maintain a finite subset of the states where most of the probability mass is located. This approach yields an underapproximation of the original, infinite system. We present experimental results to show the applicability of our technique.
Keywords
Cite
@article{arxiv.1006.4425,
title = {On-the-fly Uniformization of Time-Inhomogeneous Infinite Markov Population Models},
author = {Aleksandr Andreychenko and Pepijn Crouzen and Linar Mikeev and Verena Wolf},
journal= {arXiv preprint arXiv:1006.4425},
year = {2011}
}