Some simple but challenging Markov processes
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Publication:5963357
DOI10.5802/AFST.1468zbMATH Open1333.60185arXiv1412.7516OpenAlexW2963497144MaRDI QIDQ5963357FDOQ5963357
Publication date: 19 February 2016
Published in: Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI (Search for Journal in Brave)
Abstract: In this note, we present few examples of Piecewise Deterministic Markov Processes and their long time behavior. They share two important features: they are related to concrete models (in biology, networks, chemistry,. . .) and they are mathematically rich. Their math-ematical study relies on coupling method, spectral decomposition, PDE technics, functional inequalities. We also relate these simple examples to recent and open problems.
Full work available at URL: https://arxiv.org/abs/1412.7516
spectral decompositioncoupling methodfunctional inequalitiespiecewise deterministic Markov processesPDE techniques
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