Quantitative estimates for the long-time behavior of an ergodic variant of the telegraph process

DOI10.1239/AAP/1354716586zbMATH Open1274.60240arXiv1006.0982OpenAlexW1967420204MaRDI QIDQ4906504FDOQ4906504

Authors: Joaquin Fontbona, Hélène Guérin, Florent Malrieu 

Publication date: 28 February 2013

Published in: Advances in Applied Probability (Search for Journal in Brave)

Abstract: Motivated by stability questions on piecewise deterministic Markov models of bacterial chemotaxis, we study the long time behavior of a variant of the classic telegraph process having a non-constant jump rate that induces a drift towards the origin. We compute its invariant law and show exponential ergodicity, obtaining a quantitative control of the total variation distance to equilibrium at each instant of time. These results rely on an exact description of the excursions of the process away from the origin and on the explicit construction of an original coalescent coupling for both velocity and position. Sharpness of the obtained convergence rate is discussed.

Full work available at URL: https://arxiv.org/abs/1006.0982

Recommendations

• Long time behavior of telegraph processes under convex potentials
• On the generalized telegraph process with deterministic jumps
• From persistent random walk to the telegraph noise
• Large deviations for some non-standard telegraph processes
• Large deviation principles for telegraph processes

zbMATH Keywords

long-time behaviourpiecewise-deterministic Markov process

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Continuous-time Markov processes on general state spaces (60J25) Stochastic stability in control theory (93E15)

Cites Work

• Markov Chains and Stochastic Stability
• Applied Probability and Queues
• Title not available (Why is that?)
• Title not available (Why is that?)
• Rate of convergence for ergodic continuous Markov processes: Lyapunov versus Poincaré
• Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
• Stability and Ergodicity of Piecewise Deterministic Markov Processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• A stochastic model related to the telegrapher's equation
• Point process theory and applications. Marked point and picewise deterministic processes.
• From persistent random walk to the telegraph noise
• From Individual to Collective Behavior in Bacterial Chemotaxis
• From Signal Transduction to Spatial Pattern Formation inE. coli: A Paradigm for Multiscale Modeling in Biology
• Computable exponential convergence rates for stochastically ordered Markov processes
• Quantitative bounds for convergence rates of continuous time Markov processes
• Stability of Piecewise-Deterministic Markov Processes
• Simulating individual-based models of bacterial chemotaxis with asymptotic variance reduction

Cited In (21)

• Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching
• Speed up Zig-Zag
• Infinite dimensional piecewise deterministic Markov processes
• On the telegraph process driven by geometric counting process with Poisson-based resetting
• Large deviations for some non-standard telegraph processes
• Spectral analysis of the zigzag process
• Asymptotic results for the absorption time of telegraph processes with a non-standard barrier at the origin
• Statistical analysis of the inhomogeneous telegrapher's process
• Fluctuations of the empirical measure of freezing Markov chains
• Estimation of the average number of continuous crossings for non-stationary non-diffusion processes
• On quantitative hypocoercivity estimates based on Harris-type theorems
• Long time behavior of telegraph processes under convex potentials
• Telegraph process with elastic boundary at the origin
• Some simple but challenging Markov processes
• Stability in distribution of path-dependent hybrid diffusion
• Exponential ergodicity for Markov processes with random switching
• A coupling approach for the convergence to equilibrium for a collisionless gas
• Ergodicity of one-dimensional regime-switching diffusion processes
• Piecewise deterministic Markov process -- recent results
• Hypocoercive relaxation to equilibrium for some kinetic models
• Limit theorems for the zig-zag process

This page was built for publication: Quantitative estimates for the long-time behavior of an ergodic variant of the telegraph process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4906504)