I think this could be "Event Horizon".
"prison space station":
The movie is not set on a prison space station, most of the movie is set on a huge experimental space ship (the titular Event Horizon) and a much smaller search and rescue ship, but early in the movie there are some short scenes that are set on a space station. Also, the titular experimental ship, the Event Horizon, is huge, with large inner places and a very long, wide and high corridor that connects the ship's front and aft sections, so maybe this is why you thought that the movie is set on a space station.
Huge experimental ship with the long, large corridor on the left (your "space station"), much smaller rescue ship on the right:
Long, large, wide, high, spacious, deserted corridor of the huge spaceship (your "space station"):
"at the beginning of a particular prisoner being escorted to his cell"
I think the man who you think is a prisoner is the character played by Sam Neill, he is one of the main protagonists. He is not a prisoner, but a scientist, but very early in the movie we see him in his living quarters, in a small cabin on a space station. That cabin is not a prison cell, but his living space, maybe this is why you thought he is a prisoner in his cell. He is not a serial killer escapee, but as the movie progresses he kills some of the crew of the search and rescue ship.
This could be your "prison cell" on the "prison space station", in realty it is the living quarters of the scientist protagonist on a "normal" space station:
"Jump ahead, a police(?) crew show-up to find the place desolate."
The police crew is not police, they are a search and rescue party, but they wear (military) uniforms. Sam Neill's scientist character is not a regular member of the search and rescue crew, he is assigned to the party as an advisor and he also wears a uniform, a blue one, maybe this is why you think they are police. The SAR crew takes Sam Neill's scientist character with them for the rescue mission, because he designed the titular experimental ship, so the SAR crew is aware of Neill's identity, they know from the beginning that he is a scientist (and not a prisoner). When the small search and rescue ship reaches the huge Event Horizon, they find the ship desolate.
Search and rescue crew in military style uniforms (your "police" uniform?):
Sam Neill's scientist character in blue uniform (maybe your police uniform?):
"running down a long space corridor with the station exploding behind her"
At the end of the movie, the Captain of the SAR ship blows up the huge Event Horizon (your "space station"), sacrificing himself in the process. One of the handful of survivors is a woman, and one of the crew members (I think it is the Captain, played by Laurence Fishburne) attempts to outrun a large fireball/explosion in the long corridor of the exploding huge experimental spaceship.
A crew member running down the long corridor while trying to escape the fireball:
Despite the fact that some of the details in your description do not match the movie perfectly, I am still pretty sure this is the movie you are looking for (see my reasoning above). Even you state in your description that you are pretty sure you don't have all the facts right. Again, I am pretty sure "Event Horizon" is your movie, despite the discrepancies.
If you are still with us, please come back and confirm whether I am right.