马尔可夫链的边界诱导缓慢混合及其在随机反应网络中的应用

Wai-TongLouis, Fan, Jinsu Kim, Chaojie Yuan
{"title":"马尔可夫链的边界诱导缓慢混合及其在随机反应网络中的应用","authors":"Wai-TongLouis, Fan, Jinsu Kim, Chaojie Yuan","doi":"arxiv-2407.12166","DOIUrl":null,"url":null,"abstract":"Markov chains on the non-negative quadrant of dimension $d$ are often used to\nmodel the stochastic dynamics of the number of $d$ entities, such as $d$\nchemical species in stochastic reaction networks. The infinite state space\nposes technical challenges, and the boundary of the quadrant can have a\ndramatic effect on the long term behavior of these Markov chains. For instance,\nthe boundary can slow down the convergence speed of an ergodic Markov chain\ntowards its stationary distribution due to the extinction or the lack of an\nentity. In this paper, we quantify this slow-down for a class of stochastic\nreaction networks and for more general Markov chains on the non-negative\nquadrant. We establish general criteria for such a Markov chain to exhibit a\npower-law lower bound for its mixing time. The lower bound is of order\n$|x|^\\theta$ for all initial state $x$ on a boundary face of the quadrant,\nwhere $\\theta$ is characterized by the local behavior of the Markov chain near\nthe boundary of the quadrant. A better understanding of how these lower bounds\narise leads to insights into how the structure of chemical reaction networks\ncontributes to slow-mixing.","PeriodicalId":501325,"journal":{"name":"arXiv - QuanBio - Molecular Networks","volume":"13 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-07-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Boundary-induced slow mixing for Markov chains and its application to stochastic reaction networks\",\"authors\":\"Wai-TongLouis, Fan, Jinsu Kim, Chaojie Yuan\",\"doi\":\"arxiv-2407.12166\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Markov chains on the non-negative quadrant of dimension $d$ are often used to\\nmodel the stochastic dynamics of the number of $d$ entities, such as $d$\\nchemical species in stochastic reaction networks. The infinite state space\\nposes technical challenges, and the boundary of the quadrant can have a\\ndramatic effect on the long term behavior of these Markov chains. For instance,\\nthe boundary can slow down the convergence speed of an ergodic Markov chain\\ntowards its stationary distribution due to the extinction or the lack of an\\nentity. In this paper, we quantify this slow-down for a class of stochastic\\nreaction networks and for more general Markov chains on the non-negative\\nquadrant. We establish general criteria for such a Markov chain to exhibit a\\npower-law lower bound for its mixing time. The lower bound is of order\\n$|x|^\\\\theta$ for all initial state $x$ on a boundary face of the quadrant,\\nwhere $\\\\theta$ is characterized by the local behavior of the Markov chain near\\nthe boundary of the quadrant. A better understanding of how these lower bounds\\narise leads to insights into how the structure of chemical reaction networks\\ncontributes to slow-mixing.\",\"PeriodicalId\":501325,\"journal\":{\"name\":\"arXiv - QuanBio - Molecular Networks\",\"volume\":\"13 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2024-07-16\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"arXiv - QuanBio - Molecular Networks\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/arxiv-2407.12166\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"arXiv - QuanBio - Molecular Networks","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/arxiv-2407.12166","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0

摘要

维数为 $d$ 的非负象限上的马尔可夫链常用于模拟随机反应网络中 $d$ 个实体(如 $d$ 化学物种)的随机动态。无限状态空间带来了技术挑战,象限的边界会对这些马尔可夫链的长期行为产生巨大影响。例如,由于消亡或缺乏实体,边界会减慢遍历马尔可夫链向其静态分布的收敛速度。在本文中,我们对一类随机反应网络和非负象限上更一般的马尔可夫链的收敛速度进行了量化。我们为此类马尔可夫链的混合时间表现出幂律下限建立了一般标准。对于象限边界面上的所有初始状态 $x$,该下界为阶$|x|^\theta$,其中$\theta$是马尔可夫链在象限边界附近的局部行为特征。更好地理解这些下限是如何产生的,将有助于深入了解化学反应网络的结构是如何促成缓慢混合的。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Boundary-induced slow mixing for Markov chains and its application to stochastic reaction networks
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 $|x|^\theta$ for all initial state $x$ on a boundary face of the quadrant, where $\theta$ 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.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
自引率
0.00%
发文量
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信