Stability of a pure random delay system with two-time-scale Markovian switching (Q432478)

The authors study the almost sure stability of a scalar linear delay differential equation where the delay is random. The delay is assumed to vary according to a finite state Markov chain. The chain is assumed to have two time scales. The main result says that if the finitely many possible values for the delay are averaged with respect to the invariant measure of the fast Markov chain and this average is sufficiently small, then the zero solution is almost surely uniformly (asymptotically) stable when the speed of the fast chain approaches infinity. In the final section the authors also study nonlinear equations.