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.

OriginalsprogEngelsk
TidsskriftStochastic Processes and Their Applications
Vol/bind137
Sider (fra-til)106-148
Antal sider43
ISSN0304-4149
DOI
StatusUdgivet - jul. 2021

ID: 260612880