Continuous dependence of an invariant measure on the jump rate of a piecewise-deterministic Markov process

DOI10.3934/MBE.2020056MaRDI QIDQ2045762zbMATH OpenOpenAlexWikidataFDO

Authors Dawid Czapla, Katarzyna Horbacz, Hanna Wojewódka-Ściążko, Sander Hille

Publication date 13 August 2021

Published in Mathematical Biosciences and Engineering (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1909.05396

zbMATH Keywords

continuous dependenceinvariant measurerandom dynamical systempiecewise-deterministic Markov processjump rate

Mathematics Subject Classification ID

Biochemistry, molecular biology (92C40) Discrete-time Markov processes on general state spaces (60J05) Continuous-time Markov processes on general state spaces (60J25)

Abstract: We investigate a piecewise-deterministic Markov process, evolving on a Polish metric space, whose deterministic behaviour between random jumps is governed by some semi-flow, and any state right after the jump is attained by a randomly selected continuous transformation. It is assumed that the jumps appear at random moments, which coincide with the jump times of a Poisson process with intensity $lambda$. The model of this type, although in a more general version, was examined in our previous papers, where we have shown, among others, that the Markov process under consideration possesses a unique invariant probability measure, say $u_{lambda}^{\ast }$. The aim of this paper is to prove that the map $lambdamapsto{u}_{lambda}^{\ast }$ is continuous (in the topology of weak convergence of probability measures). The studied dynamical system is inspired by certain stochastic models for cell division and gene expression.

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Cited in

(11)

• Continuous dependence of the weak limit of iterates of some random-valued vector functions
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• Explicit expressions and computational methods for the Fortet-Mourier distance of positive measures to finite weighted sums of Dirac measures
• Continuous dependence in a problem of convergence of random iteration

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