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

DOI10.3934/MBE.2020056zbMATH Open1473.60107arXiv1909.05396OpenAlexW2972993275WikidataQ90792378 ScholiaQ90792378MaRDI QIDQ2045762FDOQ2045762

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)

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.

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

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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)

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Cited In (11)

• Continuous dependence of the weak limit of iterates of some random-valued vector functions
• On absolute continuity of invariant measures associated with a piecewise-deterministic Markov process with random switching between flows
• Existence of a unique invariant measure for a class of equicontinuous Markov operators with application to a stochastic model for an autoregulated gene
• On the existence and uniqueness of stationary distributions for some piecewise deterministic Markov processes with state-dependent jump intensity
• Qualitative properties of certain piecewise deterministic Markov processes
• Title not available (Why is that?)
• Existence of invariant densities for semiflows with jumps
• Piecewise-deterministic Markov processes
• Ergodic properties of some piecewise-deterministic Markov process with application to gene expression modelling
• 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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