Lie algebra solution of population models based on time-inhomogeneous Markov chains

Details Lie algebra solution of population models based on time-inhomogeneous Markov chains Lie algebra solution of population models based on time-inhomogeneous Markov chains

2011-11-23

arxiv.org/abs/1111.5533v1

Mathematics

Probability

10 pages; 1 figure; 2 tables. To appear in Applied Probability

Scientific paper

Many natural populations are well modelled through time-inhomogeneous stochastic processes. Such processes have been analysed in the physical sciences using a method based on Lie algebras, but this methodology is not widely used for models with ecological, medical and social applications. This paper presents the Lie algebraic method, and applies it to three biologically well motivated examples. The result of this is a solution form that is often highly computationally advantageous.

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