General solution of the Poisson equation for Quasi-Birth-and-Death processes

We consider the Poisson equation $(I-P)\boldsymbol{u}=\boldsymbol{g}$, where $P$ is the transition matrix of a Quasi-Birth-and-Death (QBD) process with infinitely many levels, $\bm g$ is a given infinite dimensional vector and $\bm u$ is the unknown. Our main result is to provide the general solution of this equation. To this purpose we use the block tridiagonal and block Toeplitz structure of the matrix $P$ to obtain a set of matrix difference equations, which are solved by constructing suitable resolvent triples

Hamiltonian analysis of subcritical stochastic epidemic dynamics

We extend a technique of approximation of the long-term behavior of a supercritical stochastic epidemic model, using the WKB approximation and a Hamiltonian phase space, to the subcritical case. The limiting behavior of the model and approximation are qualitatively different in the subcritical case, requiring a novel analysis of the limiting behavior of the Hamiltonian system away from its deterministic subsystem. This yields a novel, general technique of approximation of the quasistationary distribution of stochastic epidemic and birth-death models, and may lead to techniques for analysis of these models beyond the quasistationary distribution. For a classic SIS model, the approximation found for the quasistationary distribution is very similar to published approximations but not identical. For a birth-death process without depletion of susceptibles, the approximation is exact. Dynamics on the phase plane similar to those predicted by the Hamiltonian analysis are demonstrated in cross-sectional data from trachoma treatment trials in Ethiopia, in which declining prevalences are consistent with subcritical epidemic dynamics

Semigroup approach to birth-and-death stochastic dynamics in continuum

We describe a general approach to the construction of a state evolution corresponding to the Markov generator of a spatial birth-and-death dynamics in $\mathbb{R}^d$. We present conditions on the birth-and-death intensities which are sufficient for the existence of an evolution as a strongly continuous semigroup in a proper Banach space of correlation functions satisfying the Ruelle bound. The convergence of a Vlasov-type scaling for the corresponding stochastic dynamics is considered.Comment: 35 page

Markov evolutions and hierarchical equations in the continuum I. One-component systems

General birth-and-death as well as hopping stochastic dynamics of infinite particle systems in the continuum are considered. We derive corresponding evolution equations for correlation functions and generating functionals. General considerations are illustrated in a number of concrete examples of Markov evolutions appearing in applications.Comment: 47 page

Functional-integral based perturbation theory for the Malthus-Verhulst process

We apply a functional-integral formalism for Markovian birth and death processes to determine asymptotic corrections to mean-field theory in the Malthus-Verhulst process (MVP). Expanding about the stationary mean-field solution, we identify an expansion parameter that is small in the limit of large mean population, and derive a diagrammatic expansion in powers of this parameter. The series is evaluated to fifth order using computational enumeration of diagrams. Although the MVP has no stationary state, we obtain good agreement with the associated {\it quasi-stationary} values for the moments of the population size, provided the mean population size is not small. We compare our results with those of van Kampen's $\Omega$-expansion, and apply our method to the MVP with input, for which a stationary state does exist.Comment: 24 pages, 15 figure

Poisson's equation for discrete-time quasi-birth-and-death processes

We consider Poisson's equation for quasi-birth-and-death processes (QBDs) and we exploit the special transition structure of QBDs to obtain its solutions in two different forms. One is based on a decomposition through first passage times to lower levels, the other is based on a recursive expression for the deviation matrix. We revisit the link between a solution of Poisson's equation and perturbation analysis and we show that it applies to QBDs. We conclude with the PH/M/1 queue as an illustrative example, and we measure the sensitivity of the expected queue size to the initial value

Regulation mechanisms in spatial stochastic development models

The aim of this paper is to analyze different regulation mechanisms in spatial continuous stochastic development models. We describe the density behavior for models with global mortality and local establishment rates. We prove that the local self-regulation via a competition mechanism (density dependent mortality) may suppress a unbounded growth of the averaged density if the competition kernel is superstable.Comment: 19 page

Uncoupled Analysis of Stochastic Reaction Networks in Fluctuating Environments

The dynamics of stochastic reaction networks within cells are inevitably modulated by factors considered extrinsic to the network such as for instance the fluctuations in ribsome copy numbers for a gene regulatory network. While several recent studies demonstrate the importance of accounting for such extrinsic components, the resulting models are typically hard to analyze. In this work we develop a general mathematical framework that allows to uncouple the network from its dynamic environment by incorporating only the environment's effect onto the network into a new model. More technically, we show how such fluctuating extrinsic components (e.g., chemical species) can be marginalized in order to obtain this decoupled model. We derive its corresponding process- and master equations and show how stochastic simulations can be performed. Using several case studies, we demonstrate the significance of the approach. For instance, we exemplarily formulate and solve a marginal master equation describing the protein translation and degradation in a fluctuating environment.Comment: 7 pages, 4 figures, Appendix attached as SI.pdf, under submissio