A note on the invariant distribution of a quasi-birth-and-death process

The aim of this paper is to give an explicit formula of the invariant distribution of a quasi-birth-and-death process in terms of the block entries of the transition probability matrix using a matrix-valued orthogonal polynomials approach. We will show that the invariant distribution can be computed using the squared norms of the corresponding matrix-valued orthogonal polynomials, no matter if they are or not diagonal matrices. We will give an example where the squared norms are not diagonal matrices, but nevertheless we can compute its invariant distribution

Survival of interacting Brownian particles in crowded 1D environment

We investigate a diffusive motion of a system of interacting Brownian particles in quasi-one-dimensional micropores. In particular, we consider a semi-infinite 1D geometry with a partially absorbing boundary and the hard-core inter-particle interaction. Due to the absorbing boundary the number of particles in the pore gradually decreases. We present the exact analytical solution of the problem. Our procedure merely requires the knowledge of the corresponding single-particle problem. First, we calculate the simultaneous probability density of having still a definite number $N-k$ of surviving particles at definite coordinates. Focusing on an arbitrary tagged particle, we derive the exact probability density of its coordinate. Secondly, we present a complete probabilistic description of the emerging escape process. The survival probabilities for the individual particles are calculated, the first and the second moments of the exit times are discussed. Generally speaking, although the original inter-particle interaction possesses a point-like character, it induces entropic repulsive forces which, e.g., push the leftmost (rightmost) particle towards (opposite) the absorbing boundary thereby accelerating (decelerating) its escape. More importantly, as compared to the reference problem for the non-interacting particles, the interaction changes the dynamical exponents which characterize the long-time asymptotic dynamics. Interesting new insights emerge after we interpret our model in terms of a) diffusion of a single particle in a $N$-dimensional space, and b) order statistics defined on a system of $N$ independent, identically distributed random variables

Transition probabilities for general birth-death processes with applications in ecology, genetics, and evolution

A birth-death process is a continuous-time Markov chain that counts the number of particles in a system over time. In the general process with $n$ current particles, a new particle is born with instantaneous rate $\lambda_n$ and a particle dies with instantaneous rate $\mu_n$. Currently no robust and efficient method exists to evaluate the finite-time transition probabilities in a general birth-death process with arbitrary birth and death rates. In this paper, we first revisit the theory of continued fractions to obtain expressions for the Laplace transforms of these transition probabilities and make explicit an important derivation connecting transition probabilities and continued fractions. We then develop an efficient algorithm for computing these probabilities that analyzes the error associated with approximations in the method. We demonstrate that this error-controlled method agrees with known solutions and outperforms previous approaches to computing these probabilities. Finally, we apply our novel method to several important problems in ecology, evolution, and genetics

Stochastic Chemical Reactions in Micro-domains

Traditional chemical kinetics may be inappropriate to describe chemical reactions in micro-domains involving only a small number of substrate and reactant molecules. Starting with the stochastic dynamics of the molecules, we derive a master-diffusion equation for the joint probability density of a mobile reactant and the number of bound substrate in a confined domain. We use the equation to calculate the fluctuations in the number of bound substrate molecules as a function of initial reactant distribution. A second model is presented based on a Markov description of the binding and unbinding and on the mean first passage time of a molecule to a small portion of the boundary. These models can be used for the description of noise due to gating of ionic channels by random binding and unbinding of ligands in biological sensor cells, such as olfactory cilia, photo-receptors, hair cells in the cochlea.Comment: 33 pages, Journal Chemical Physic

Statistical mechanics of ecosystem assembly

We introduce a toy model of ecosystem assembly for which we are able to map out all assembly pathways generated by external invasions. The model allows to display the whole phase space in the form of an assembly graph whose nodes are communities of species and whose directed links are transitions between them induced by invasions. We characterize the process as a finite Markov chain and prove that it exhibits a unique set of recurrent states (the endstate of the process), which is therefore resistant to invasions. This also shows that the endstate is independent on the assembly history. The model shares all features with standard assembly models reported in the literature, with the advantage that all observables can be computed in an exact manner.Comment: Accepted for publication in Physical Review Letter

Soliton and black hole solutions of su(N) Einstein-Yang-Mills theory in anti-de Sitter space

We present new soliton and hairy black hole solutions of su(N) Einstein-Yang-Mills theory in asymptotically anti-de Sitter space. These solutions are described by N+1 independent parameters, and have N-1 gauge field degrees of freedom. We examine the space of solutions in detail for su(3) and su(4) solitons and black holes. If the magnitude of the cosmological constant is sufficiently large, we find solutions where all the gauge field functions have no zeros. These solutions are of particular interest because we anticipate that at least some of them will be linearly stable.Comment: 15 pages, 20 figures, minor changes, accepted for publication in Physical Review