Invariant measures for hybrid stochastic systems

DOI10.2140/INVOLVE.2014.7.565MaRDI QIDQ2511325zbMATH OpenOpenAlexFDO

Authors Xavier Garcia, Jennifer Kunze, Thomas Rudelius, Anthony Sanchez, Sijing Shao, Emily Speranza, Chad N. Vidden

Publication date 5 August 2014

Published in Involve (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1408.0026

zbMATH Keywords

Markov processesstochastic modeling

Mathematics Subject Classification ID

Dynamical systems and their relations with probability theory and stochastic processes (37A50) Smooth ergodic theory, invariant measures for smooth dynamical systems (37C40) Invariant measures for infinite-dimensional dissipative dynamical systems (37L40) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Stochastic systems in control theory (general) (93E03)

Abstract: In this paper, we seek to understand the behavior of dynamical systems that are perturbed by a parameter that changes discretely in time. If we impose certain conditions, we can study certain embedded systems within a hybrid system as time-homogeneous Markov processes. In particular, we prove the existence of invariant measures for each embedded system and relate the invariant measures for the various systems through the flow. We calculate these invariant measures explicitly in several illustrative examples.

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(3)

• Mean reversal for stochastic hybrid systems
• Limit and Morse sets for deterministic hybrid systems
• Hybrid dynamics of stochastic -calculus

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