Commuting birth-and-death processes
Evans, Steven N. ; Sturmfels, Bernd ; Uhler, Caroline
Ann. Appl. Probab., Tome 20 (2010) no. 1, p. 238-266 / Harvested from Project Euclid
We use methods from combinatorics and algebraic statistics to study analogues of birth-and-death processes that have as their state space a finite subset of the m-dimensional lattice and for which the m matrices that record the transition probabilities in each of the lattice directions commute pairwise. One reason such processes are of interest is that the transition matrix is straightforward to diagonalize, and hence it is easy to compute n step transition probabilities. The set of commuting birth-and-death processes decomposes as a union of toric varieties, with the main component being the closure of all processes whose nearest neighbor transition probabilities are positive. We exhibit an explicit monomial parametrization for this main component, and we explore the boundary components using primary decomposition.
Publié le : 2010-02-15
Classification:  Birth-and-death process,  regime switching,  reversible,  orthogonal polynomial,  binomial ideal,  toric,  commuting variety,  Markov basis,  Graver basis,  unimodular matrix,  matroid,  primary decomposition,  60J22,  60C05,  13P10,  68W30
@article{1262962323,
     author = {Evans, Steven N. and Sturmfels, Bernd and Uhler, Caroline},
     title = {Commuting birth-and-death processes},
     journal = {Ann. Appl. Probab.},
     volume = {20},
     number = {1},
     year = {2010},
     pages = { 238-266},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1262962323}
}
Evans, Steven N.; Sturmfels, Bernd; Uhler, Caroline. Commuting birth-and-death processes. Ann. Appl. Probab., Tome 20 (2010) no. 1, pp.  238-266. http://gdmltest.u-ga.fr/item/1262962323/