Qualitative properties of certain piecewise deterministic Markov processes
From MaRDI portal
Abstract: We study a class of Piecewise Deterministic Markov Processes with state space Rd x E where E is a finite set. The continuous component evolves according to a smooth vector field that is switched at the jump times of the discrete coordinate. The jump rates may depend on the whole position of the process. Working under the general assumption that the process stays in a compact set, we detail a possible construction of the process and characterize its support, in terms of the solutions set of a differential inclusion. We establish results on the long time behaviour of the process, in relation to a certain set of accessible points, which is shown to be strongly linked to the support of invariant measures. Under H"ormander-type bracket conditions, we prove that there exists a unique invariant measure and that the processes converges to equilibrium in total variation. Finally we give examples where the bracket condition does not hold, and where there may be one or many invariant measures, depending on the jump rates between the flows.
Recommendations
- Supports of invariant measures for piecewise deterministic Markov processes
- Stability of Piecewise-Deterministic Markov Processes
- Piecewise deterministic Markov processes and their invariant measures
- Continuous dependence of an invariant measure on the jump rate of a piecewise-deterministic Markov process
- Ergodic properties of some piecewise-deterministic Markov process with application to gene expression modelling
Cites work
- A Markovian analysis of additive-increase multiplicative-decrease algorithms
- A sharp analog of Young's inequality on \(S^N\) and related entropy inequalities
- An exact stochastic hybrid model of excitable membranes including spatio-temporal evolution
- Existence theorems for differential inclusions with nonconvex right-hand side
- Exponential ergodicity for Markov processes with random switching
- Fluid limit theorems for stochastic hybrid systems with application to neuron models
- scientific article; zbMATH DE number 425394 (Why is no real title available?)
- scientific article; zbMATH DE number 3855514 (Why is no real title available?)
- scientific article; zbMATH DE number 3901778 (Why is no real title available?)
- scientific article; zbMATH DE number 976356 (Why is no real title available?)
- scientific article; zbMATH DE number 3998137 (Why is no real title available?)
- Interacting multi-class transmissions in large stochastic networks
- Introduction to Smooth Manifolds
- Invariant densities for dynamical systems with random switching
- Iterated Random Functions
- On the stability of planar randomly switched systems
- ON/OFF STORAGE SYSTEMS WITH STATE-DEPENDENT INPUT, OUTPUT, AND SWITCHING RATES
- Point process theory and applications. Marked point and picewise deterministic processes.
- Quantitative ergodicity for some switched dynamical systems
- Self-adaptive congestion control for multiclass intermittent connections in a communication network
- Simulation of nonhomogeneous poisson processes by thinning
- Stability and Ergodicity of Piecewise Deterministic Markov Processes
- Stochastic Approximations and Differential Inclusions
- Stochastic Calculus
- Strict Ergodicity and Transformation of the Torus
Cited in
(81)- Non-equilibrium thermodynamics of piecewise deterministic Markov processes
- A user-friendly condition for exponential ergodicity in randomly switched environments
- Threshold dynamics and ergodicity of an SIRS epidemic model with semi-Markov switching
- Fluctuations of the empirical measure of freezing Markov chains
- Coexistence and exclusion of competitive Kolmogorov systems with semi-Markovian switching
- Stationary distributions of persistent ecological systems
- Continuous dependence of an invariant measure on the jump rate of a piecewise-deterministic Markov process
- Correction to: ``Speeding up Markov chains with deterministic jumps
- Dynamics of a vector-host model under switching environments
- Exponential ergodicity in the bounded-Lipschitz distance for some piecewise-deterministic Markov processes with random switching between flows
- Analysis of stochastic gradient descent in continuous time
- Randomly switching evolution equations
- Piecewise deterministic Markov processes and their invariant measures
- Approximations of piecewise deterministic Markov processes and their convergence properties
- Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes
- Application of the Goodwin model to autoregulatory feedback for stochastic gene expression
- Convergence to equilibrium for time-inhomogeneous jump diffusions with state-dependent jump intensity
- Speeding up Markov chains with deterministic jumps
- Analytic solutions for stochastic hybrid models of gene regulatory networks
- On absolute continuity of invariant measures associated with a piecewise-deterministic Markov process with random switching between flows
- Convergence of metadynamics: discussion of the adiabatic hypothesis
- Dwell-time control sets and applications to the stability analysis of linear switched systems
- Ergodic properties of some piecewise-deterministic Markov process with application to gene expression modelling
- Densities for piecewise deterministic Markov processes with boundary
- Decay rates for stabilization of linear continuous-time systems with random switching
- Ergodicity of the zigzag process
- Exponential ergodicity for Markov processes with random switching
- Moment bounds and geometric ergodicity of diffusions with random switching and unbounded transition rates
- Threshold dynamics and ergodicity of an SIRS epidemic model with Markovian switching
- A general view on double limits in differential equations
- PDMP characterisation of event-chain Monte Carlo algorithms for particle systems
- Approximation of invariant measures for regime-switching diffusions
- On a stochastic gene expression with pre-mRNA, mRNA and protein contribution
- A method to deal with the critical case in stochastic population dynamics
- The central limit theorem for random dynamical systems
- Regularity of invariant densities for 1D systems with random switching
- Numerical methods for piecewise deterministic Markov processes with boundary
- Asymptotic decomposition of substochastic semigroups and applications
- Probabilistic and piecewise deterministic models in biology
- Exponential ergodicity of some Markov dynamical systems with application to a Poisson-driven stochastic differential equation
- Randomly switched vector fields sharing a zero on a common invariant face
- 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
- Exponential ergodicity for diffusions with jumps driven by a Hawkes process
- Strongly self-interacting processes on the circle
- Optimal control of Markov-modulated multiclass many-server queues
- Random switching near bifurcations
- On a predator-prey system with random switching that never converges to its equilibrium
- Supports of invariant measures for piecewise deterministic Markov processes
- Singularities of invariant densities for random switching between two linear ODEs in 2D
- Stability, convergence to equilibrium and simulation of non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels
- Random Switching in an Ecosystem with Two Prey and One Predator
- Ergodicity for a stochastic Hodgkin-Huxley model driven by Ornstein-Uhlenbeck type input
- Some simple but challenging Markov processes
- A Model of Seasonal Savanna Dynamics
- An interacting neuronal network with inhibition: theoretical analysis and perfect simulation
- The central limit theorem for Markov processes that are exponentially ergodic in the bounded-Lipschitz norm
- Threshold dynamics of SAIRS epidemic model with semi‐Markov switching
- Stochastic multi-group epidemic SVIR models: degenerate case
- Random splitting of fluid models: unique ergodicity and convergence
- Exponential ergodicity for damping Hamiltonian dynamics with state-dependent and non-local collisions
- Quasi-stationary behavior for a piecewise deterministic Markov model of chemostat: the Crump-Young model
- Harissa: stochastic simulation and inference of gene regulatory networks based on transcriptional bursting
- On the existence and uniqueness of stationary distributions for some piecewise deterministic Markov processes with state-dependent jump intensity
- Large population asymptotics for a multitype stochastic SIS epidemic model in randomly switching environment
- Random switching between vector fields having a common zero
- L^-convergence to a quasi-stationary distribution
- Phase space contraction of degenerately damped random splittings
- Regularity of invariant densities for random switching between two linear ODEs in \(\mathbb{R}^{d \ast}\)
- Existence of periodic probability measure solutions to Fokker-Planck equations for SDEs with random switching
- 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
- Uniform Wasserstein convergence of penalized Markov processes
- Eyring-Kramers type formulas for some piecewise deterministic Markov processes
- Degenerate processes killed at the boundary of a domain
- Law of the iterated logarithm for Markov semigroups with exponential mixing in the Wasserstein distance
- Markov semigroup approach to evolution equations
- Exponential mixing for Hamiltonian shear flow
- Efficient stochastic simulation of gene regulatory networks using hybrid models of transcriptional bursting
- Weak convergence to equilibrium for statistical ensembles in discrete integrable Hamiltonian systems with Markov perturbations
- Quantitative ergodicity for some switched dynamical systems
- Existence of invariant densities for semiflows with jumps
This page was built for publication: Qualitative properties of certain piecewise deterministic Markov processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q500805)
