Lie algebraic discussions for time-inhomogeneous linear birth-death processes with immigration

Analytical solutions for time-inhomogeneous linear birth-death processes with immigration are derived. While time-inhomogeneous linear birth-death processes without immigration have been studied by using a generating function approach, the processes with immigration are here analyzed by Lie algebraic discussions. As a result, a restriction for time-inhomogeneity of the birth-death process is understood from the viewpoint of the finiteness of the dimensionality of the Lie algebra.Comment: 12 page

Noncyclic geometric phase in counting statistics and its role as an excess contribution

We propose an application of fiber bundles to counting statistics. The framework of the fiber bundles gives a splitting of a cumulant generating function for current in a stochastic process, i.e., contributions from the dynamical phase and the geometric phase. We will show that the introduced noncyclic geometric phase is related to a kind of excess contributions, which have been investigated a lot in nonequilibrium physics. Using a specific nonequilibrium model, the characteristics of the noncyclic geometric phase are discussed; especially, we reveal differences between a geometric contribution for the entropy production and the `excess entropy production' which has been used to discuss the second law of steady state thermodynamics.Comment: 15 pages, 2 figure

Nonparametric model reconstruction for stochastic differential equation from discretely observed time-series data

A scheme is developed for estimating state-dependent drift and diffusion coefficients in a stochastic differential equation from time-series data. The scheme does not require to specify parametric forms for the drift and diffusion coefficients in advance. In order to perform the nonparametric estimation, a maximum likelihood method is combined with a concept based on a kernel density estimation. In order to deal with discrete observation or sparsity of the time-series data, a local linearization method is employed, which enables a fast estimation.Comment: 10 pages, 4 figure

Karlin-McGregor-like formula in a simple time-inhomogeneous birth-death process

A novel approach is employed and developed to derive transition probabilities for a simple time-inhomogeneous birth-death process. Algebraic probability theory and Lie algebraic treatments make it easy to treat the time-inhomogeneous cases. As a result, an expression based on the Charlier polynomials is obtained, which can be considered as an extension of a famous Karlin-KcGregor representation for a time-homogeneous birth-death process.Comment: 9 page

Counting statistics for genetic switches based on effective interaction approximation

Applicability of counting statistics for a system with an infinite number of states is investigated. The counting statistics has been studied a lot for a system with a finite number of states. While it is possible to use the scheme in order to count specific transitions in a system with an infinite number of states in principle, we have non-closed equations in general. A simple genetic switch can be described by a master equation with an infinite number of states, and we use the counting statistics in order to count the number of transitions from inactive to active states in the gene. To avoid to have the non-closed equations, an effective interaction approximation is employed. As a result, it is shown that the switching problem can be treated as a simple two-state model approximately, which immediately indicates that the switching obeys non-Poisson statistics.Comment: 6 pages, 2 figure