{ "id": "2309.06970", "version": "v1", "published": "2023-09-13T14:04:29.000Z", "updated": "2023-09-13T14:04:29.000Z", "title": "Exponential ergodicity of continuous-time Markov chains on $\\mathbb Z^d$, with applications to stochastic reaction networks", "authors": [ "David F. Anderson", "Daniele Cappelletti", "Wai-Tong Louis Fan", "Jinsu Kim" ], "comment": "44 pages", "categories": [ "math.PR" ], "abstract": "This paper provides a new method that can be used to determine when an ergodic continuous-time Markov chain on $\\mathbb Z^d$ converges exponentially fast to its stationary distribution in $L^2$. Specifically, we provide general conditions that guarantee the positivity of the spectral gap. Importantly, our results do not require the assumption of time-reversibility of the Markov model. We then apply our new method to the well-studied class of stochastically modeled reaction networks. Notably, we show that each complex-balanced model that is also \"open\" has a positive spectral gap, and is therefore exponentially ergodic. We further illustrate how our results can be applied for models that are not necessarily complex-balanced. Moreover, we provide an example of a detailed-balanced (in the sense of reaction network theory), and hence complex-balanced, stochastic reaction network that is not exponentially ergodic. We believe this to be the first such example in the literature.", "revisions": [ { "version": "v1", "updated": "2023-09-13T14:04:29.000Z" } ], "analyses": { "subjects": [ "60J27", "60J28" ], "keywords": [ "stochastic reaction network", "exponential ergodicity", "ergodic continuous-time markov chain", "spectral gap", "applications" ], "note": { "typesetting": "TeX", "pages": 44, "language": "en", "license": "arXiv", "status": "editable" } } }