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Markov chains provide realistic models of numerous stochastic processes in nature. We demonstrate that in any Markov chain, the change in occupation number in state A is correlated to the change in occupation number in state B if and only if A and B are directly connected. This implies that if we are only interested in state A, fluctuations in B may be replaced with their mean if state B is not directly connected to A, which shortens computing time considerably. We show the accuracy and efficacy of our approximation theoretically and in simulations of stochastic ion-channel gating in neurons.

Citation

Nicolaus T Schmandt, Roberto F Galán. Stochastic-shielding approximation of Markov chains and its application to efficiently simulate random ion-channel gating. Physical review letters. 2012 Sep 14;109(11):118101

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PMID: 23005678

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