arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~
arXiv 2407.12166math.PRq-bio.MN
收藏

马尔可夫链的边界诱导慢混合及其在随机反应网络中的应用

Boundary-induced slow mixing for Markov chains and its application to stochastic reaction networks

Wai-Tong Louis Fan, Jinsu Kim, Chaojie Yuan

AI总结:

本文研究了非负象限上马尔可夫链的边界诱导慢混合现象,建立了混合时间幂律下界的通用准则,并揭示了化学反应网络结构对慢混合的影响。

摘要:

$d$维非负象限上的马尔可夫链常被用于对$d$个实体数量的随机动力学进行建模,例如随机反应网络中的$d$种化学物种。无限状态空间带来了技术挑战,且象限的边界对这些马尔可夫链的长期行为可能产生显著影响。例如,由于某种实体的灭绝或缺失,边界可能会减慢遍历马尔可夫链向其平稳分布收敛的速度。在本文中,我们针对一类随机反应网络以及非负象限上更一般的马尔可夫链量化了这种减慢效应。我们建立了此类马尔可夫链的混合时间呈现幂律下界的通用准则。对于象限某个边界面上的所有初始状态$x$,该下界的阶为$|x|^θ$,其中$θ$由马尔可夫链在象限边界附近的行为所刻画。更好地理解这些下界是如何产生的,有助于深入认识化学反应网络的结构如何导致慢混合现象。

英文摘要:

Markov chains on the non-negative quadrant of dimension $d$ are often used to model the stochastic dynamics of the number of $d$ entities, such as $d$ chemical species in stochastic reaction networks. The infinite state space poses technical challenges, and the boundary of the quadrant can have a dramatic effect on the long term behavior of these Markov chains. For instance, the boundary can slow down the convergence speed of an ergodic Markov chain towards its stationary distribution due to the extinction or the lack of an entity. In this paper, we quantify this slow-down for a class of stochastic reaction networks and for more general Markov chains on the non-negative quadrant. We establish general criteria for such a Markov chain to exhibit a power-law lower bound for its mixing time. The lower bound is of order $|x|^θ$ for all initial state $x$ on a boundary face of the quadrant, where $θ$ is characterized by the local behavior of the Markov chain near the boundary of the quadrant. A better understanding of how these lower bounds arise leads to insights into how the structure of chemical reaction networks contributes to slow-mixing.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑