A user-friendly condition for exponential ergodicity in randomly switched environments

DOI10.1214/18-ECP148zbMATH Open1397.60106arXiv1803.03456OpenAlexW2963442095WikidataQ115517771 ScholiaQ115517771MaRDI QIDQ1663756FDOQ1663756

Tobias Hurth, Edouard Strickler, Michel Benaïm

Publication date: 23 August 2018

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Abstract: We consider random switching between finitely many vector fields leaving positively invariant a compact set. Recently, Li, Liu and Cui showed that if one the vector fields has a globally asymptotically stable (G.A.S.) equilibrium from which one can reach a point satisfying a weak H"ormander-bracket condition, then the process converges in total variation to a unique invariant probability measure. In this note, adapting the proof of Li, Liu and Cui and using results of Bena"im, Le Borgne, Malrieu and Zitt, the assumption of a G.A.S. equilibrium is weakened to the existence of an accessible point at which a barycentric combination of the vector fields vanishes. Some examples are given which demonstrate the usefulness of this condition.

Full work available at URL: https://arxiv.org/abs/1803.03456

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zbMATH Keywords

ergodicityrandom switchingstochastic persistencepiecewise deterministic Markov processes[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=H%EF%BF%BD%EF%BF%BDrmander-bracket+conditions&go=Go H��rmander-bracket conditions]

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Ordinary differential equations with impulses (34A37) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Stochastic stability in control theory (93E15)

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Cited In (7)

• Random splitting of fluid models: unique ergodicity and convergence
• Quasi-stationary behavior for a piecewise deterministic Markov model of chemostat: the Crump-Young model
• A general view on double limits in differential equations
• Exponential ergodicity in the bounded-Lipschitz distance for some piecewise-deterministic Markov processes with random switching between flows
• Stationary distributions of persistent ecological systems
• \textit{Wolbachia} invasion dynamics of a random mosquito population model with imperfect maternal transmission and incomplete CI
• Random switching between vector fields having a common zero

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