Open Access
2020 Existence of a unique quasi-stationary distribution in stochastic reaction networks
Mads Christian Hansen, Wiuf Carsten
Electron. J. Probab. 25: 1-30 (2020). DOI: 10.1214/20-EJP445

Abstract

In the setting of stochastic dynamical systems that eventually go extinct, the quasi-stationary distributions are useful to understand the long-term behavior of a system before evanescence. For a broad class of applicable continuous-time Markov processes on countably infinite state spaces, known as reaction networks, we introduce the inferred notion of absorbing and endorsed sets, and obtain sufficient conditions for the existence and uniqueness of a quasi-stationary distribution within each such endorsed set. In particular, we obtain sufficient conditions for the existence of a globally attracting quasi-stationary distribution in the space of probability measures on the set of endorsed states. Furthermore, under these conditions, the convergence from any initial distribution to the quasi-stationary distribution is exponential in the total variation norm.

Citation

Download Citation

Mads Christian Hansen. Wiuf Carsten. "Existence of a unique quasi-stationary distribution in stochastic reaction networks." Electron. J. Probab. 25 1 - 30, 2020. https://doi.org/10.1214/20-EJP445

Information

Received: 9 April 2019; Accepted: 9 March 2020; Published: 2020
First available in Project Euclid: 16 April 2020

zbMATH: 07206383
MathSciNet: MR4089795
Digital Object Identifier: 10.1214/20-EJP445

Subjects:
Primary: 60B10 , 60J27 , 60J28 , 80A30 , 92C42 , 92E20

Keywords: continuous time Markov process , quasi-stationary distribution , reaction network

Vol.25 • 2020
Back to Top