SearcharxivSearch

arXiv · 2511.13569

Coclique level structure for stochastic chemical reaction networks

Abstract

Continuous time Markov chains are commonly used as models for the stochastic behavior of chemical reaction networks. More precisely, these Stochastic Chemical Reaction Networks (SCRNs) are frequently used to gain a mechanistic understanding of how chemical reaction rate parameters impact the stochastic behavior of these systems. One property of interest is mean first passage times (MFPTs) between states. However, deriving explicit formulas for MFPTs can be highly complex. In order to address this problem, we first introduce the concept of coclique level structure and develop theorems to determine whether certain SCRNs have this feature by studying associated graphs. Additionally, we develop an algorithm to identify, under specific assumptions, all possible coclique level structures associated with a given SCRN. Finally, we demonstrate how the presence of such a structure in a SCRN allows us to derive closed form formulas for both upper and lower bounds for the MFPTs. Our methods can be applied to SCRNs taking values in a generic finite state space and can also be applied to models with non-mass-action kinetics. We illustrate our results with examples from the biological areas of epigenetics, neurobiology and ecology.

Explore related subjects

Keep this discovery

BibTeXRIS

Simone Bruno, Yi Fu, Felipe A. Campos, Domitilla Del Vecchio, Ruth J. Williams. 2025-11-17. Coclique level structure for stochastic chemical reaction networks. https://doi.org/10.1007/s00285-025-02261-6

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