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Stationary Distributions of Continuous-Time Markov Chains: A Review of Theory and Truncation-Based Approximations

Kuntz, Juan; Thomas, Philipp; Stan, Guy-Bart; Barahona, Mauricio;
Open Access
Abstract
Abstract Computing the stationary distributions of a continuous-time Markov chain (CTMC) involves solving a set of linear equations. In most cases of interest, the number of equations is infinite or too large, and the equations cannot be solved analytically or numerically. Several approximation schemes overcome this issue by truncating the state space to a manageable size. In this review, we first give a comprehensive theoretical account of the stationary distributions and their relation to the long-term behaviour of CTMCs that is readily accessible to non-experts and free of irreducibility assumptions made in standard texts. We then review truncation-based app...
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Funded by
EC| COSY-BIO
Project
COSY-BIO
Control Engineering of Biological Systems for Reliable Synthetic Biology Applications
  • Funder: European Commission (EC)
  • Project Code: 766840
  • Funding stream: H2020
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