Averaging for some simple constrained Markov processes

DOI10.19195/0208-4147.39.1.10MaRDI QIDQ5227573zbMATH OpenOpenAlexFDO

Authors Alexandre Genadot

Publication date 6 August 2019

Published in Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1606.07577

zbMATH Keywords

piecewise deterministic Markov processaveragingconstrained Markov process

Mathematics Subject Classification ID

Applications of continuous-time Markov processes on discrete state spaces (60J28) Discrete-time Markov processes on general state spaces (60J05) Averaging method for ordinary differential equations (34C29) Hybrid systems of ordinary differential equations (34A38)

Abstract: In this paper, a class of piecewise deterministic Markov processes with underlying fast dynamic is studied. Using a "penalty method" , an averaging result is obtained when the underlying dynamic is infinitely accelerated. The features of the averaged process, which is still a piecewise deterministic Markov process, are fully described.

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Cites work

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Cited in

(11)

• Probabilistic and piecewise deterministic models in biology
• Averaging for a Fully Coupled Piecewise-Deterministic Markov Process in Infinite Dimensions
• Piecewise linear process with renewal starting points
• Averaging for slow–fast piecewise deterministic Markov processes with an attractive boundary
• Analysis of averages over distributions of Markov processes
• Averaging of semigroups associated to diffusion processes on a simplex
• Averaging principles for Markovian models of plasticity
• Simplified descripton of slow-in-the-average Markov walks
• Ornstein-Uhlenbeck processes of bounded variation
• Convergence of population processes with small and frequent mutations to the canonical equation of adaptive dynamics
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