The law of the iterated logarithm for a piecewise deterministic Markov process assured by the properties of the Markov chain given by its post-jump locations

DOI10.1080/07362994.2020.1798252MaRDI QIDQ4986429zbMATH OpenOpenAlexFDO

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

Publication date 27 April 2021

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1909.06777

zbMATH Keywords

asymptotic couplinginvariant measurelaw of the iterated logarithmpiecewise deterministic Markov processrandom dynamical system

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Functional limit theorems; invariance principles (60F17) Continuous-time Markov processes on general state spaces (60J25) Jump processes on discrete state spaces (60J74)

Abstract: In the paper we consider some piecewise deterministic Markov process whose continuous component evolves according to semiflows, which are switched at the jump times of a Poisson process. The associated Markov chain describes the states of this process directly after the jumps. Certain ergodic properties of these two objects have already been investigated in our recent papers. We now aim to establish the law of the iterated logarithm for the aforementioned continuous-time process. Moreover, we intend to do this using the already proven properties of the discrete-time system. The abstract model under consideration has interesting interpretations in real-life sciences, such as biology. Among others, it can be used to describe the stochastic dynamics of gene expression.

Recommendations

• Law of iterated logarithm for Markov chains in Markovian environments
• An invariance principle for the law of the iterated logarithm for some Markov chains
• The law of the iterated logarithm for additive functionals of Markov chains
• General Law of iterated logarithm for Markov processes: Liminf laws
• A law of iterated logarithm for increasing self-similar Markov processes
• Law of the iterated logarithm for some Markov operators
• Empirical law of the iterated logarithm for Markov chains with a countable state space.
• Martingale nature and laws of the iterated logarithm for Markov processes of pure-jump type
• Laws of the iterated logarithm for a class of iterated processes
• The law of iterated logarithm for a random walk in dynamic Markovian random environment

Cites work

• A useful version of the central limit theorem for a general class of Markov chains
• An invariance principle for the law of the iterated logarithm
• An invariance principle for the law of the iterated logarithm for some Markov chains
• Dynamic behavior of stochastic gene expression models in the presence of bursting
• Ergodic properties of some piecewise-deterministic Markov process with application to gene expression modelling
• Existence of a unique invariant measure for a class of equicontinuous Markov operators with application to a stochastic model for an autoregulated gene
• Exponential ergodicity of some Markov dynamical systems with application to a Poisson-driven stochastic differential equation
• Exponential mixing properties of stochastic PDEs through asymptotic coupling
• Exponential rate of convergence for some Markov operators
• Fluctuations in Markov processes. Time symmetry and martingale approximation.
• scientific article; zbMATH DE number 3901778 (Why is no real title available?)
• scientific article; zbMATH DE number 3553458 (Why is no real title available?)
• scientific article; zbMATH DE number 843182 (Why is no real title available?)
• Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments
• Law of the iterated logarithm for stationary processes
• Limit theorems for infinite-dimensional piecewise deterministic Markov processes. Applications to stochastic excitable membrane models
• Models of dispersal in biological systems
• On the Law of the Iterated Logarithm
• Persistence of stability for equilibria of map iterations in Banach spaces under small random perturbations
• Qualitative properties of certain piecewise deterministic Markov processes
• Quantitative ergodicity for some switched dynamical systems
• Random iteration with place dependent probabilities
• Stability and Ergodicity of Piecewise Deterministic Markov Processes
• Stability of Piecewise-Deterministic Markov Processes
• The Diffusion Limit of Transport Equations Derived from Velocity-Jump Processes
• The Strassen invariance principle for certain non-stationary Markov-Feller chains
• Transport equations in biology.
• Variants on the Law of the Iterated Logarithm

Cited in

(3)

• On absolute continuity of invariant measures associated with a piecewise-deterministic Markov process with random switching between flows
• The law of the iterated logarithm for random dynamical system with jumps and state-dependent jump intensity
• Ergodic properties of some piecewise-deterministic Markov process with application to gene expression modelling

This page was built for publication: The law of the iterated logarithm for a piecewise deterministic Markov process assured by the properties of the Markov chain given by its post-jump locations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4986429)