Viscosity methods giving uniqueness for martingale problems

Let $E$ be a complete, separable metric space and $A$ be an operator on $C_b(E)$. We give an abstract definition of viscosity sub/supersolution of the resolvent equation $\lambda u-Au=h$ and show that, if the comparison principle holds, then the martingale problem for $A$ has a unique solution. Our proofs work also under two alternative definitions of viscosity sub/supersolution which might be useful, in particular, in infinite dimensional spaces, for instance to study measure-valued processes. We prove the analogous result for stochastic processes that must satisfy boundary conditions, modeled as solutions of constrained martingale problems. In the case of reflecting diffusions in $D\subset {\bf R}^d$, our assumptions allow $D$ to be nonsmooth and the direction of reflection to be degenerate. Two examples are presented: A diffusion with degenerate oblique direction of reflection and a class of jump diffusion processes with infinite variation jump component and possibly degenerate diffusion matrix

Genealogical constructions of population models

Representations of population models in terms of countable systems of particles are constructed, in which each particle has a `type', typically recording both spatial position and genetic type, and a level. For finite intensity models, the levels are distributed on $[0,\lambda ]$, whereas in the infinite intensity limit $\lambda\rightarrow\infty$, at each time $t$, the joint distribution of types and levels is conditionally Poisson, with mean measure $\Xi (t)\times \ell$ where $\ell$ denotes Lebesgue measure and $\Xi (t)$ is a measure-valued population process. The time-evolution of the levels captures the genealogies of the particles in the population. Key forces of ecology and genetics can be captured within this common framework. Models covered incorporate both individual and event based births and deaths, one-for-one replacement, immigration, independent `thinning' and independent or exchangeable spatial motion and mutation of individuals. Since birth and death probabilities can depend on type, they also include natural selection. The primary goal of the paper is to present particle-with-level or lookdown constructions for each of these elements of a population model. Then the elements can be combined to specify the desired model. In particular, a non-trivial extension of the spatial $\Lambda$-Fleming-Viot process is constructed

Central limit theorems and diffusion approximations for multiscale Markov chain models

Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a combination of the two. Motivated by models with multiple time-scales arising in systems biology, we present a general approach to proving a central limit theorem capturing the fluctuations of the original model around the deterministic limit. The central limit theorem provides a method for deriving an appropriate diffusion (Langevin) approximation.Comment: Published in at http://dx.doi.org/10.1214/13-AAP934 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Finite time distributions of stochastically modeled chemical systems with absolute concentration robustness

Recent research in both the experimental and mathematical communities has focused on biochemical interaction systems that satisfy an "absolute concentration robustness" (ACR) property. The ACR property was first discovered experimentally when, in a number of different systems, the concentrations of key system components at equilibrium were observed to be robust to the total concentration levels of the system. Followup mathematical work focused on deterministic models of biochemical systems and demonstrated how chemical reaction network theory can be utilized to explain this robustness. Later mathematical work focused on the behavior of this same class of reaction networks, though under the assumption that the dynamics were stochastic. Under the stochastic assumption, it was proven that the system will undergo an extinction event with a probability of one so long as the system is conservative, showing starkly different long-time behavior than in the deterministic setting. Here we consider a general class of stochastic models that intersects with the class of ACR systems studied previously. We consider a specific system scaling over compact time intervals and prove that in a limit of this scaling the distribution of the abundances of the ACR species converges to a certain product-form Poisson distribution whose mean is the ACR value of the deterministic model. This result is in agreement with recent conjectures pertaining to the behavior of ACR networks endowed with stochastic kinetics, and helps to resolve the conflicting theoretical results pertaining to deterministic and stochastic models in this setting

Asymptotic analysis of multiscale approximations to reaction networks

A reaction network is a chemical system involving multiple reactions and chemical species. Stochastic models of such networks treat the system as a continuous time Markov chain on the number of molecules of each species with reactions as possible transitions of the chain. In many cases of biological interest some of the chemical species in the network are present in much greater abundance than others and reaction rate constants can vary over several orders of magnitude. We consider approaches to approximation of such models that take the multiscale nature of the system into account. Our primary example is a model of a cell's viral infection for which we apply a combination of averaging and law of large number arguments to show that the ``slow'' component of the model can be approximated by a deterministic equation and to characterize the asymptotic distribution of the ``fast'' components. The main goal is to illustrate techniques that can be used to reduce the dimensionality of much more complex models.Comment: Published at http://dx.doi.org/10.1214/105051606000000420 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org