2.II.26J

Applied Probability
Part II, 2007

In this question we work with a continuous-time Markov chain where the rate of jump iji \rightarrow j may depend on jj but not on ii. A virus can be in one of ss strains 1,,s1, \ldots, s, and it mutates to strain jj with rate rj0r_{j} \geqslant 0 from each strain iji \neq j. (Mutations are caused by the chemical environment.) Set R=r1++rsR=r_{1}+\ldots+r_{s}.

(a) Write down the Q-matrix (the generator) of the chain (Xt)\left(X_{t}\right) in terms of rjr_{j} and RR.

(b) If R=0R=0, that is, r1==rs=0r_{1}=\ldots=r_{s}=0, what are the communicating classes of the chain (Xt)\left(X_{t}\right) ?

(c) From now on assume that R>0R>0. State and prove a necessary and sufficient condition, in terms of the numbers rjr_{j}, for the chain (Xt)\left(X_{t}\right) to have a single communicating class (which therefore should be closed).

(d) In general, what is the number of closed communicating classes in the chain (Xt)\left(X_{t}\right) ? Describe all open communicating classes of (Xt)\left(X_{t}\right).

(e) Find the equilibrium distribution of (Xt)\left(X_{t}\right). Is the chain (Xt)\left(X_{t}\right) reversible? Justify your answer.

(f) Write down the transition matrix P^=(p^ij)\widehat{P}=\left(\widehat{p}_{i j}\right) of the discrete-time jump chain for (Xt)\left(X_{t}\right) and identify its equilibrium distribution. Is the jump chain reversible? Justify your answer.