COMMUTING BIRTH-AND-DEATH PROCESSES

• 成果类型: Article
• 署名作者: Evans, Steven N.; Sturmfels, Bernd; Uhler, Caroline
• 署名单位: University of California System; University of California Berkeley; University of California System; University of California Berkeley
• 刊物名称: ANNALS OF APPLIED PROBABILITY
• ISSN/ISSBN: 1050-5164
• DOI: 10.1214/09-AAP615
• 发表日期: 2010
• 页码: 238-266
• 关键词: regime; MODEL

摘要

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 in matrices that record the transition probabilities in each of the lattice directions commute pair-wise. 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.