Stochastic dynamics: Markov chains and random transformations

Felix X.-F.  Ye; Yue  Wang; Hong  Qian

doi:10.3934/dcdsb.2016050

Article Contents

2016, Volume 21, Issue 7: 2337-2361. Doi: 10.3934/dcdsb.2016050

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Stochastic dynamics: Markov chains and random transformations

1.
Department of Applied Mathematics, University of Washington, Seattle, WA 98195-3925

Received: June 2015

Revised: February 2016

Published: September 2016

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Abstract

This article outlines an attempt to lay the groundwork for understanding stochastic dynamical descriptions of biological processes in terms of a discrete-state space, discrete-time random dynamical system (RDS), or random transformation approach. Such mathematics is not new for continuous systems, but the discrete state space formulation significantly reduces the technical requirements for its introduction to a much broader audiences. In particular, we establish some elementary contradistinctions between Markov chain (MC) and RDS descriptions of a stochastic dynamics. It is shown that a given MC is compatible with many possible RDS, and we study in particular the corresponding RDS with maximum metric entropy. Specifically, we show an emergent behavior of an MC with a unique absorbing and aperiodic communicating class, after all the trajectories of the RDS synchronizes. In biological modeling, it is now widely acknowledged that stochastic dynamics is a more complete description of biological reality than deterministic equations; here we further suggest that the RDS description could be a more refined description of stochastic dynamics than a Markov process. Possible applications of discrete-state RDS are systems with fluctuating law of motion, or environment, rather than inherent stochastic movements of individuals.

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Mathematics Subject Classification: Primary: 60G10, 92B05; Secondary: 34F05.

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