SearcharxivSearch

arXiv · 2310.01949

Scaling Methods for Stochastic Chemical Reaction Networks

Abstract

The asymptotic properties of some Markov processes associated to stochastic chemical reaction networks (CRNs) driven by the kinetics of the law of mass action are analyzed. The scaling regime introduced in the paper assumes that the norm of the initial state is converging to infinity. The reaction rate constants are kept fixed. The purpose of the paper is of showing, with simple examples, a scaling analysis in this context. The main difference with the scalings of the literature is that it does not change the graph structure of the CRN or its reaction rates. Several CRNs are investigated to illustrate the insight that can be gained on the qualitative properties of these networks. A detailed scaling analysis of a CRN with several interesting asymptotic properties, with a bi-modal behavior in particular, is worked out in the last section. Additionally, with several examples, we also show that a stability criterion due to Filonov for positive recurrence of Markov processes may simplify significantly the stability analysis of these networks.

Explore related subjects

Keep this discovery

BibTeXRIS

Lucie Laurence, Philippe Robert. 2023-10-03. Scaling Methods for Stochastic Chemical Reaction Networks. https://arxiv.org/abs/2310.01949

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR