Regularity of invariant densities for 1D systems with random switching
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Publication:3458787
Dynamical systems and their relations with probability theory and stochastic processes (37A50) Continuous-time Markov processes on general state spaces (60J25) 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: This is a detailed analysis of invariant measures for one-dimensional dynamical systems with random switching. In particular, we prove smoothness of the invariant densities away from critical points and describe the asymptotics of the invariant densities at critical points.
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- scientific article; zbMATH DE number 30599
Cites work
- Exponential ergodicity for Markov processes with random switching
- Fluid stochastic Petri nets: Theory, applications, and solution techniques
- Hybrid switching diffusions. Properties and applications
- Invariant densities for dynamical systems with random switching
- Non-equilibrium thermodynamics of piecewise deterministic Markov processes
- Qualitative properties of certain piecewise deterministic Markov processes
- Quantitative ergodicity for some switched dynamical systems
Cited in
(20)- Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons
- Windows of opportunity for synchronization in stochastically coupled maps
- Comparison of the global dynamics for two chemostat-like models: random temporal variation versus spatial heterogeneity
- Moment bounds and geometric ergodicity of diffusions with random switching and unbounded transition rates
- A general view on double limits in differential equations
- Approximation of invariant measures for regime-switching diffusions
- Invariant densities for dynamical systems with random switching
- Mean first passage times for piecewise deterministic Markov processes and the effects of critical points
- Simple nonlinear models with rigorous extreme events and heavy tails
- Smooth invariant densities for random switching on the torus
- Extreme first passage times of piecewise deterministic Markov processes
- Random switching near bifurcations
- Memory matters in synchronization of stochastically coupled maps
- Singularities of invariant densities for random switching between two linear ODEs in 2D
- Random splitting of fluid models: unique ergodicity and convergence
- Random switching between vector fields having a common zero
- L^-convergence to a quasi-stationary distribution
- Regularity of invariant densities for random switching between two linear ODEs in \(\mathbb{R}^{d \ast}\)
- Regularity of the stationary density for systems with fast random switching
- On invariant distributions of Feller Markov chains with applications to dynamical systems with random switching
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