Exact analysis of summary statistics for continuous-time discrete-state Markov processes on networks using graph-automorphism lumping

Abstract We propose a unified framework to represent a wide range of continuous-time discrete-state Markov processes on networks, and show how many network dynamics models in the literature can be represented in this unified framework. We show how a particular sub-set of these models, referred to he...

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Main Authors: Jonathan A. Ward, Martín López-García
Format: Article
Language:English
Published: SpringerOpen 2019-11-01
Series:Applied Network Science
Subjects:
Online Access:http://link.springer.com/article/10.1007/s41109-019-0206-4
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author Jonathan A. Ward
Martín López-García
author_facet Jonathan A. Ward
Martín López-García
author_sort Jonathan A. Ward
collection DOAJ
description Abstract We propose a unified framework to represent a wide range of continuous-time discrete-state Markov processes on networks, and show how many network dynamics models in the literature can be represented in this unified framework. We show how a particular sub-set of these models, referred to here as single-vertex-transition (SVT) processes, lead to the analysis of quasi-birth-and-death (QBD) processes in the theory of continuous-time Markov chains. We illustrate how to analyse a number of summary statistics for these processes, such as absorption probabilities and first-passage times. We extend the graph-automorphism lumping approach [Kiss, Miller, Simon, Mathematics of Epidemics on Networks, 2017; Simon, Taylor, Kiss, J. Math. Bio. 62(4), 2011], by providing a matrix-oriented representation of this technique, and show how it can be applied to a very wide range of dynamical processes on networks. This approach can be used not only to solve the master equation of the system, but also to analyse the summary statistics of interest. We also show the interplay between the graph-automorphism lumping approach and the QBD structures when dealing with SVT processes. Finally, we illustrate our theoretical results with examples from the areas of opinion dynamics and mathematical epidemiology.
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spelling doaj.art-44204df4b34a4784a93539bafe4106502022-12-22T00:59:02ZengSpringerOpenApplied Network Science2364-82282019-11-014112810.1007/s41109-019-0206-4Exact analysis of summary statistics for continuous-time discrete-state Markov processes on networks using graph-automorphism lumpingJonathan A. Ward0Martín López-García1Department of Applied Mathematics, School of Mathematics, University of LeedsDepartment of Applied Mathematics, School of Mathematics, University of LeedsAbstract We propose a unified framework to represent a wide range of continuous-time discrete-state Markov processes on networks, and show how many network dynamics models in the literature can be represented in this unified framework. We show how a particular sub-set of these models, referred to here as single-vertex-transition (SVT) processes, lead to the analysis of quasi-birth-and-death (QBD) processes in the theory of continuous-time Markov chains. We illustrate how to analyse a number of summary statistics for these processes, such as absorption probabilities and first-passage times. We extend the graph-automorphism lumping approach [Kiss, Miller, Simon, Mathematics of Epidemics on Networks, 2017; Simon, Taylor, Kiss, J. Math. Bio. 62(4), 2011], by providing a matrix-oriented representation of this technique, and show how it can be applied to a very wide range of dynamical processes on networks. This approach can be used not only to solve the master equation of the system, but also to analyse the summary statistics of interest. We also show the interplay between the graph-automorphism lumping approach and the QBD structures when dealing with SVT processes. Finally, we illustrate our theoretical results with examples from the areas of opinion dynamics and mathematical epidemiology.http://link.springer.com/article/10.1007/s41109-019-0206-4Continuous-time Markov chainStochastic processNetworkGraph-automorphismLumpingSummary statistics
spellingShingle Jonathan A. Ward
Martín López-García
Exact analysis of summary statistics for continuous-time discrete-state Markov processes on networks using graph-automorphism lumping
Applied Network Science
Continuous-time Markov chain
Stochastic process
Network
Graph-automorphism
Lumping
Summary statistics
title Exact analysis of summary statistics for continuous-time discrete-state Markov processes on networks using graph-automorphism lumping
title_full Exact analysis of summary statistics for continuous-time discrete-state Markov processes on networks using graph-automorphism lumping
title_fullStr Exact analysis of summary statistics for continuous-time discrete-state Markov processes on networks using graph-automorphism lumping
title_full_unstemmed Exact analysis of summary statistics for continuous-time discrete-state Markov processes on networks using graph-automorphism lumping
title_short Exact analysis of summary statistics for continuous-time discrete-state Markov processes on networks using graph-automorphism lumping
title_sort exact analysis of summary statistics for continuous time discrete state markov processes on networks using graph automorphism lumping
topic Continuous-time Markov chain
Stochastic process
Network
Graph-automorphism
Lumping
Summary statistics
url http://link.springer.com/article/10.1007/s41109-019-0206-4
work_keys_str_mv AT jonathanaward exactanalysisofsummarystatisticsforcontinuoustimediscretestatemarkovprocessesonnetworksusinggraphautomorphismlumping
AT martinlopezgarcia exactanalysisofsummarystatisticsforcontinuoustimediscretestatemarkovprocessesonnetworksusinggraphautomorphismlumping