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

DOI10.1214/18-ECP148MaRDI QIDQ1663756zbMATH OpenOpenAlexWikidataFDO

Authors Michel Benaïm, Tobias Hurth, Edouard Strickler

Publication date 23 August 2018

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

Full work available at URL https://arxiv.org/abs/1803.03456, https://projecteuclid.org/euclid.ecp/1532505675

zbMATH Keywords

ergodicityrandom switchingstochastic persistencepiecewise deterministic Markov processesHörmander-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)

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.

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Cites work

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Cited in

(8)

• 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
• Randomly switched vector fields sharing a zero on a common invariant face
• Random switching between vector fields having a common zero
• \textit{Wolbachia} invasion dynamics of a random mosquito population model with imperfect maternal transmission and incomplete CI

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