Branching Stochastic Processes: Regulation, Regeneration, Estimation, Applications

2000 Mathematics Subject Classification: 60J80.

Random perturbations of stochastic processes with unbounded variable length memory

We consider binary infinite order stochastic chains perturbed by a random noise. This means that at each time step, the value assumed by the chain can be randomly and independently flipped with a small fixed probability. We show that the transition probabilities of the perturbed chain are uniformly close to the corresponding transition probabilities of the original chain. As a consequence, in the case of stochastic chains with unbounded but otherwise finite variable length memory, we show that it is possible to recover the context tree of the original chain, using a suitable version of the algorithm Context, provided that the noise is small enough.

Quasistationarity of continuous-time Markov chains with positive drift

We shall study continuous-time Markov chains on the nonnegative integers which are both irreducible and transient, and which exhibit discernible stationarity before drift to infinity sets in. We will show how this 'quasi' stationary behaviour can be modelled using a limiting conditional distribution: specifically, the limiting state probabilities conditional on not having left 0 for the last time. By way of a dual chain, obtained by killing the original process on last exit from 0, we invoke the theory of quasistationarity for absorbing Markov chains. We prove that the conditioned state probabilities of the original chain are equal to the state probabilities of its dual conditioned on non-absorption, thus allowing us to establish the simultaneous existence and then equivalence, of their limiting conditional distributions. Although a limiting conditional distribution for the dual chain is always a quasistationary distribution in the usual sense, a similar statement is not possible for the original chain.

Further results on the relationship between mu-invariant measures and quasi-stationary distributions for absorbing continuous-time Markov chains

This note considers continuous-time Markov chains whose state space consists of an irreducible class, C, and an absorbing state which is accessible from C. The purpose is to provide results on mu-invariant and mu-subinvariant measures where absorption occurs with probability less than one. In particular, the well-known premise that the mu-invariant measure, m, for the transition rates be finite is replaced by the more natural premise that m be finite with respect to the absorption probabilities. The relationship between mu-invariant measures and quasi-stationary distributions is discussed. (C) 2000 Elsevier Science Ltd. All rights reserved.

New methods for determining quasi-stationary distributions for Markov chains

We shall be concerned with the problem of determining quasi-stationary distributions for Markovian models directly from their transition rates Q. We shall present simple conditions for a mu-invariant measure m for Q to be mu-invariant for the transition function, so that if m is finite, it can be normalized to produce a quasi-stationary distribution. (C) 2000 Elsevier Science Ltd. All rights reserved.

The shoot controls zeatin riboside export from pea roots. Evidence from the branching mutant rms4

The rms4 mutant of pea (Pisum sativum L.) was used in grafting studies and cytokinin analyses of the root xylem sap to provide evidence that, at least for pea, the shoot can modify the import of cytokinins from the root. The rms4 mutation, which confers a phenotype with increased branching in the shoot, causes a very substantial decrease (down to 40-fold less) in the concentration of zeatin riboside (ZR) in the xylem sap of the roots. Results from grafts between wild-type (WT) and rms4 plants indicate that the concentration of cytokinins in the xylem sap of the roots is determined almost entirely by the genotype of the shoot. WT scions normalize the cytokinin concentration in the sap of rms4 mutant roots, whereas mutant scions cause WT roots to behave like those of self-grafted mutant plants. The mechanism whereby rms4 shoots of pea cause a down-regulation in the export of cytokinins from the roots is unknown at this time. However, our data provide evidence that the shoot transmits a signal to the roots and thereby controls processes involved in the regulation of cytokinin biosynthesis in the root.

Limiting conditional distributions for birth-death processes

In a recent paper [16], one of us identified all of the quasi-stationary distributions for a non-explosive, evanescent birth-death process for which absorption is certain, and established conditions for the existence of the corresponding limiting conditional distributions. Our purpose is to extend these results in a number of directions. We shall consider separately two cases depending on whether or not the process is evanescent. In the former case we shall relax the condition that absorption is certain. Furthermore, we shall allow for the possibility that the minimal process might be explosive, so that the transition rates alone will not necessarily determine the birth-death process uniquely. Although we shall be concerned mainly with the minimal process, our most general results hold for any birth-death process whose transition probabilities satisfy both the backward and the forward Kolmogorov differential equations.

Similar Markov chains

enin et al. (2000) recently introduced the idea of similarity in the context of birth-death processes. This paper examines the extent to which their results can be extended to arbitrary Markov chains. It is proved that, under a variety of conditions, similar chains are strongly similar in a sense which is described, and it is shown that minimal chains are strongly similar if and only if the corresponding transition-rate matrices are strongly similar. A general framework is given for constructing families of strongly similar chains; it permits the construction of all such chains in the irreducible case.

Path integrals for continuous-time Markov chains

This note presents a method of evaluating the distribution of a path integral for Markov chains on a countable state space.

Integrals for continuous-time Markov chains

This paper presents a method of evaluating the expected value of a path integral for a general Markov chain on a countable state space. We illustrate the method with reference to several models, including birth-death processes and the birth, death and catastrophe process. (C) 2002 Elsevier Science Inc. All rights reserved.

A note on quasi-stationary distributions of birth-death processes and the SIS logistic epidemic

For Markov processes on the positive integers with the origin as an absorbing state, Ferrari, Kesten, Martinez and Picco studied the existence of quasi-stationary and limiting conditional distributions by characterizing quasi-stationary distributions as fixed points of a transformation Phi on the space of probability distributions on {1, 2,.. }. In the case of a birth-death process, the components of Phi(nu) can be written down explicitly for any given distribution nu. Using this explicit representation, we will show that Phi preserves likelihood ratio ordering between distributions. A conjecture of Kryscio and Lefevre concerning the quasi-stationary distribution of the SIS logistic epidemic follows as a corollary.

Branching points in the low-temperature dipolar hard sphere fluid

In this contribution, we investigate the low-temperature, low-density behaviour of dipolar hard-sphere (DHS) particles, i.e., hard spheres with dipoles embedded in their centre. We aim at describing the DHS fluid in terms of a network of chains and rings (the fundamental clusters) held together by branching points (defects) of different nature. We first introduce a systematic way of classifying inter-cluster connections according to their topology, and then employ this classification to analyse the geometric and thermodynamic properties of each class of defects, as extracted from state-of-the-art equilibrium Monte Carlo simulations. By computing the average density and energetic cost of each defect class, we find that the relevant contribution to inter-cluster interactions is indeed provided by (rare) three-way junctions and by four-way junctions arising from parallel or anti-parallel locally linear aggregates. All other (numerous) defects are either intra-cluster or associated to low cluster-cluster interaction energies, suggesting that these defects do not play a significant part in the thermodynamic description of the self-assembly processes of dipolar hard spheres. (C) 2013 AIP Publishing LLC.

Similarities and dissimilarities of branching and septation during lung development.

The lungs of small premature babies are at a developmental stage of finalizing their airway tree by a process called branching morphogenesis, and of creating terminal gas exchange units by a mechanism called septation. If the branching process is disturbed, the lung has a propensity to be hypoplastic. If septation is impaired, the terminal gas exchange units, the alveoli, tend to be enlarged and reduced in number, an entity known as bronchopulmonary dysplasia. Here, we review current knowledge of key molecules influencing branching and septation. In particular, we discuss the molecular similarities and dissimilarities between the two processes of airspace enlargement. Understanding of the molecular mechanisms regulating branching and septation may provide perinatologists with targets for improving lung growth and maturation.

Mean first-passage time of continuous non-Markovian processes driven by colored noise

An equation for mean first-passage times of non-Markovian processes driven by colored noise is derived through an appropriate backward integro-differential equation. The equation is solved in a Bourret-like approximation. In a weak-noise bistable situation, non-Markovian effects are taken into account by an effective diffusion coefficient. In this situation, our results compare satisfactorily with other approaches and experimental data.

Theory for correlation functions of processes driven by external colored noise

We study steady-state correlation functions of nonlinear stochastic processes driven by external colored noise. We present a methodology that provides explicit expressions of correlation functions approximating simultaneously short- and long-time regimes. The non-Markov nature is reduced to an effective Markovian formulation, and the nonlinearities are treated systematically by means of double expansions in high and low frequencies. We also derive some exact expressions for the coefficients of these expansions for arbitrary noise by means of a generalization of projection-operator techniques.