TY - JOUR A1 - Keller, Peter A1 - Roelly, Sylvie A1 - Valleriani, Angelo T1 - On time duality for Markov Chains JF - Stochastic models N2 - For an irreducible continuous time Markov chain, we derive the distribution of the first passage time from a given state i to another given state j and the reversed passage time from j to i, each under the condition of no return to the starting point. When these two distributions are identical, we say that i and j are in time duality. We introduce a new condition called permuted balance that generalizes the concept of reversibility and provides sufficient criteria, based on the structure of the transition graph of the Markov chain. Illustrative examples are provided. KW - Time duality KW - Detailed balance KW - First passage time KW - Reversibility KW - Permuted balance KW - Markov chain Y1 - 2015 U6 - https://doi.org/10.1080/15326349.2014.969736 SN - 1532-6349 SN - 1532-4214 VL - 31 IS - 1 SP - 98 EP - 118 PB - Taylor & Francis Group CY - Philadelphia ER - TY - JOUR A1 - Keller, Peter A1 - Roelly, Sylvie A1 - Valleriani, Angelo T1 - A Quasi Random Walk to Model a Biological Transport Process JF - Methodology and computing in applied probability N2 - Transport molecules play a crucial role for cell viability. Amongst others, linear motors transport cargos along rope-like structures from one location of the cell to another in a stochastic fashion. Thereby each step of the motor, either forwards or backwards, bridges a fixed distance and requires several biochemical transformations, which are modeled as internal states of the motor. While moving along the rope, the motor can also detach and the walk is interrupted. We give here a mathematical formalization of such dynamics as a random process which is an extension of Random Walks, to which we add an absorbing state to model the detachment of the motor from the rope. We derive particular properties of such processes that have not been available before. Our results include description of the maximal distance reached from the starting point and the position from which detachment takes place. Finally, we apply our theoretical results to a concrete established model of the transport molecule Kinesin V. KW - Molecular motor KW - Kinesin V KW - Birth-and-death process KW - Markov Chain KW - Quasi Random Walk Y1 - 2015 U6 - https://doi.org/10.1007/s11009-013-9372-5 SN - 1387-5841 SN - 1573-7713 VL - 17 IS - 1 SP - 125 EP - 137 PB - Springer CY - Dordrecht ER - TY - JOUR A1 - Keller, Peter A1 - Valleriani, Angelo T1 - Single-molecule stochastic times in a reversible bimolecular reaction JF - The journal of chemical physics : bridges a gap between journals of physics and journals of chemistr N2 - In this work, we consider the reversible reaction between reactants of species A and B to form the product C. We consider this reaction as a prototype of many pseudobiomolecular reactions in biology, such as for instance molecular motors. We derive the exact probability density for the stochastic waiting time that a molecule of species A needs until the reaction with a molecule of species B takes place. We perform this computation taking fully into account the stochastic fluctuations in the number of molecules of species B. We show that at low numbers of participating molecules, the exact probability density differs from the exponential density derived by assuming the law of mass action. Finally, we discuss the condition of detailed balance in the exact stochastic and in the approximate treatment. Y1 - 2012 U6 - https://doi.org/10.1063/1.4747337 SN - 0021-9606 VL - 137 IS - 8 PB - American Institute of Physics CY - Melville ER -