Commuting birth-and-death processes

TL;DR

This paper investigates a class of finite-state, multi-dimensional birth-and-death processes with commuting transition matrices, providing algebraic descriptions and parametrizations that facilitate analysis of their transition probabilities.

Contribution

It introduces a combinatorial and algebraic framework for analyzing commuting birth-and-death processes, including explicit parametrizations and decomposition into toric varieties.

Findings

Main component parametrized explicitly by monomials

Decomposition of process space into toric varieties

Boundary components characterized via primary decomposition

Abstract

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 $m$ matrices that record the transition probabilities in each of the lattice directions commute pairwise. 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.