Correlation Functions, Mean First Passage Times and the Kemeny Constant

Abstract

Markov processes are widely used models for investigating kinetic networks. Here we collate and present a variety of results pertaining to kinetic network models, in a unified framework. The aim is to lay out explicit links between several important quantities commonly studied in the field, including mean first passage times (MFPTs), correlation functions and the Kemeny constant, and highlight some of the subtleties which are often overlooked in the literature, while providing new insights. Results include (i) a simple physical interpretation of the Kemeny constant, (ii) a recipe to infer equilibrium distributions and rate matrices from measurements of MFPTs, potentially useful in applications, including milestoning in molecular dynamics, and (iii) a protocol to reduce the dimensionality of kinetic networks, based on specific requirements that the MFPTs in the coarse-grained system should satisfy. It is proven that this protocol coincides with the one proposed by Hummer and Szabo in [1] and it leads to a variational principle for the Kemeny constant. We hope that this study will serve as a useful reference for readers interested in theoretical aspects of kinetic networks, some of which underpin useful applications, including milestoning and coarse-graining.

arXiv comment9 pages

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• Random walks on weighted networks
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• Improved coarse-graining of Markov state models via explicit consideration of statistical uncertainty
• Special Topic: Markov Models of Molecular Kinetics
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Cited by in corpus (6)

• Coarse graining of biochemical systems described by discrete stochastic dynamics
• Exact and Approximate Mean First Passage Times on Trees and other Necklace Structures: a Local Equilibrium Approach
• On the Kemeny time for continuous-time reversible and irreversible Markov processes with applications to stochastic resetting and to conditioning towards forever-survival
• Large Scale Training of Graph Neural Networks for Optimal Markov-Chain Partitioning Using the Kemeny Constant
• "Spectrally gapped" random walks on networks: a Mean First Passage Time formula
• Statistics of the non-zero eigenvalues and singular values of low-rank random matrices with non-negative entries