publication . Preprint . Other literature type . 2019

The Exit Time Finite State Projection Scheme: Bounding Exit Distributions and Occupation Measures of Continuous-Time Markov Chains Read More: https://epubs.siam.org/doi/10.1137/18M1168261

Kuntz, Juan; Thomas, Philipp; Stan, Guy-Bart; Barahona, Mauricio;
Open Access English
  • Published: 12 Mar 2019
Abstract
Abstract We introduce the exit time finite state projection (ETFSP) scheme, a truncation-based method that yields approximations to the exit distribution and occupation measure associated with the time of exit from a domain (i.e., the time of first passage to the complement of the domain) of time-homogeneous continuous-time Markov chains. We prove that (i) the computed approximations bound the measures from below; (ii) the total variation distances between the approximations and the measures decrease monotonically as states are added to the truncation; and (iii) the scheme converges, in the sense that, as the truncation tends to the entire state space, the total...
Subjects
free text keywords: Exit times, First passage times, Continuous-time Markov chains, Exit time finite state projection, Finite state projection, Exit distribution, Occupation measure, Exit times, First passage times, Continuous-time Markov chains, Exit time finite state projection, Finite state projection, Exit distribution, Occupation measure
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 | RIA
Communities
FET H2020FET OPEN: FET-Open research and innovation actions
FET H2020FET OPEN: Control Engineering of Biological Systems for Reliable Synthetic Biology Applications
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Open Access
Zenodo
Other literature type . 2019
Provider: Datacite
Open Access
Zenodo
Other literature type . 2019
Provider: Datacite
Open Access
ZENODO
Preprint . 2019
Provider: ZENODO
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