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A common tool in the practice of Markov Chain Monte Carlo is to use approximating transition kernels to speed up computation when the desired kernel is slow to evaluate or intractable. A limited set of quantitative tools exist to assess the…

概率论 · 数学 2026-01-14 Jeffrey Negrea , Jeffrey S. Rosenthal

We consider the problem of approximating the stationary distribution of an ergodic Markov chain given a set of sampled transitions. Classical simulation-based approaches assume access to the underlying process so that trajectories of…

机器学习 · 计算机科学 2020-03-03 Junfeng Wen , Bo Dai , Lihong Li , Dale Schuurmans

It has recently been shown that structural conditions on the reaction network, rather than a 'fine-tuning' of system parameters, often suffice to impart 'absolute concentration robustness' on a wide class of biologically relevant,…

概率论 · 数学 2014-01-20 David F. Anderson , German Enciso , Matthew Johnston

Product-form stationary distributions in Markov chains have been a foundational advance and driving force in our understanding of stochastic systems. In this paper, we introduce a new product-form relationship that we call "graph-based…

概率论 · 数学 2025-11-03 Céline Comte , Isaac Grosof

Understanding the emergent behavior of chemical reaction networks (CRNs) is a fundamental aspect of biology and its origin from inanimate matter. A closed CRN monotonically tends to thermal equilibrium, but when it is opened to external…

分子网络 · 定量生物学 2024-05-16 Masanari Shimada , Pegah Behrad , Eric De Giuli

The past few decades have seen robust research on questions regarding the existence, form, and properties of stationary distributions of stochastically modeled reaction networks. When a stochastic model admits a stationary distribution an…

概率论 · 数学 2022-12-14 David F. Anderson , Jinsu Kim

We consider a strictly substochastic matrix or an stochastic matrix with absorbing states. By using quasi-stationary distributions one shows there is a canonical associated stationary Markov chain. Based upon $2-$stringing representation of…

概率论 · 数学 2019-10-03 Servet Martínez

The stochastic dynamics of biochemical networks are usually modelled with the chemical master equation (CME). The stationary distributions of CMEs are seldom solvable analytically, and numerical methods typically produce estimates with…

概率论 · 数学 2019-10-30 Juan Kuntz , Philipp Thomas , Guy-Bart Stan , Mauricio Barahona

The Turing completeness of continuous chemical reaction networks (CRNs) states that any computable real function can be computed by a continuous CRN on a finite set of molecular species, possibly restricted to elementary reactions, i.e.…

分子网络 · 定量生物学 2022-06-22 Mathieu Hemery , François Fages

Stochastic reaction networks (SRNs) provide models of many real-world networks. Examples include networks in epidemiology, pharmacology, genetics, ecology, chemistry, and social sciences. Here, we model stochastic reaction networks by…

概率论 · 数学 2023-01-26 Carsten Wiuf , Chuang Xu

Using elementary methods, we prove that for a countable Markov chain $P$ of ergodic degree $d > 0$ the rate of convergence towards the stationary distribution is subgeometric of order $n^{-d}$, provided the initial distribution satisfies…

概率论 · 数学 2007-05-23 Stefano Isola

We show that the stationary distribution of a finite Markov chain can be expressed as the sum of certain normal distributions. These normal distributions are associated to planar graphs consisting of a straight line with attached loops. The…

概率论 · 数学 2020-03-09 John Rhodes , Anne Schilling

We study a stochastic version of the classical Becker-D\"oring model, a well-known kinetic model for cluster formation that predicts the existence of a long-lived metastable state before a thermodynamically unfavorable nucleation occurs,…

概率论 · 数学 2020-08-07 Erwan Hingant , Romain Yvinec

We give computable bounds on the rate of convergence of the transition probabilities to the stationary distribution for a certain class of geometrically ergodic Markov chains. Our results are different from earlier estimates of Meyn and…

概率论 · 数学 2007-05-23 Peter H. Baxendale

We iteratively derive the product-form solutions of stationary distributions of priority multiclass queueing networks with multi-sever stations. The networks are Markovian with exponential interarrival and service time distributions. These…

概率论 · 数学 2015-09-03 Wanyang Dai

A reaction network is a chemical system involving multiple reactions and chemical species. Stochastic models of such networks treat the system as a continuous time Markov chain on the number of molecules of each species with reactions as…

概率论 · 数学 2007-05-23 Karen Ball , Thomas G. Kurtz , Lea Popovic , Greg Rempala

Applications of stochastic models often involve the evaluation of steady-state performance, which requires solving a set of balance equations. In most cases of interest, the number of equations is infinite or even uncountable. As a result,…

最优化与控制 · 数学 2022-04-08 Shukai Li , Sanjay Mehrotra

In the analysis of Markov chains and processes, it is sometimes convenient to replace an unbounded state space with a "truncated" bounded state space. When such a replacement is made, one often wants to know whether the equilibrium behavior…

概率论 · 数学 2022-06-24 Alex Infanger , Peter W. Glynn

We consider reversible ergodic Markov chains with finite state space, and we introduce a new notion of quasi-stationary distribution that does not require the presence of any absorbing state. In our setting, the hitting time of the…

Chemical reaction network theory provides powerful tools for rigorously understanding chemical reactions and the dynamical systems and differential equations that represent them. A frequent issue with mathematical analyses of these networks…

定量方法 · 定量生物学 2025-12-23 Joseph M. Sauder , Bruce P. Ayati , Ryan Kinser