Exponential ergodicity for Markov processes with random switching (Q2345131)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Exponential ergodicity for Markov processes with random switching
scientific article

    Statements

    Exponential ergodicity for Markov processes with random switching (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    19 May 2015
    0 references
    The Markov processes considered in this paper are constructed from a Polish space \((E,d)\) and a finite set \(F\), a family \({({Z^{(n)}})_{n \in F}}\) of \(E\)-valued strong Markov processes, and a family \({(a( \cdot ,i,j))_{i,j \in F}}\) of non-negative functions on \(E\). The investigation is concerned with the process \({({X_t},{I_t})_{t \geqslant 0}}\), defined on \(E \times F\). The component \({X_t}\) behaves like \(Z_t^{{I_t}}\) as long as \(I\) does not jump. The process \(I\) is discrete and jumps at a rate given by \(a\). Imposing regularity assumptions on the jump rates and Wasserstein contraction conditions for the underlying dynamics, the authors ``provide a concrete criterion for the convergence to equilibrium in terms of [the] Wasserstein distance.'' In particular, they ``obtain exponential ergodicity in situations which do not verify any hypoellipticity assumption, but are not uniformly contracting either,'' as well as ``a bound in total variation distance under a suitable regularizing assumption.''
    0 references
    0 references
    0 references
    0 references
    0 references
    piecewise deterministic Markov process
    0 references
    ergodicity
    0 references
    exponential mixing
    0 references
    switching
    0 references
    Wasserstein distance
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references