The dynamics of stochastic mono-molecular reaction systems in stochastic environments
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We study the stochastic dynamics of a system of interacting species in a stochastic environment by means of a continuous-time Markov chain with transition rates depending on the state of the environment. Models of gene regulation in systems biology take this form. We characterise the finite-time distribution of the Markov chain, provide conditions for ergodicity, and characterise the stationary distribution (when it exists) as a mixture of Poisson distributions. The mixture measure is uniquely identified as the law of a fixed point of a stochastic recurrence equation. This recursion is crucial for statistical computation of moments and other distributional features.
Originalsprog | Engelsk |
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Tidsskrift | Stochastic Processes and Their Applications |
Vol/bind | 137 |
Sider (fra-til) | 106-148 |
ISSN | 0304-4149 |
DOI | |
Status | Udgivet - 2021 |
ID: 260612880