Random switching between vector fields having a common zero

DOI10.1214/18-AAP1418MaRDI QIDQ670742zbMATH OpenFDO

Authors Michel Benaïm, Edouard Strickler

Publication date 20 March 2019

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1702.03089, https://projecteuclid.org/euclid.aoap/1544000431

SIS Lyapunov exponents epidemic models random switching stochastic persistence piecewise deterministic Markov processes Hörmander-bracket conditions

Mathematics Subject Classification ID

Epidemiology (92D30) Continuous-time Markov processes on general state spaces (60J25) Ordinary differential equations with impulses (34A37) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15)

Abstract: Let

E

be a finite set,

{F^{i}}_{i i n E}

a family of vector fields on

m a t h b b R^{d}

leaving positively invariant a compact set

M

and having a common zero

p i n M .

We consider a piecewise deterministic Markov process

(X, I)

on

M i m e s E

defined by

d o t X_{t} = F^{I_{t}} (X_{t})

where

I

is a jump process controlled by

X :

P r (I_{t + s} = j | (X_{u}, I_{u})_{u l e q t}) = a_{i j} (X_{t}) s + o (s)

for

i e q j

on

I_{t} = i .

We show that the behavior of

(X, I)

is mainly determined by the behavior of the linearized process

(Y, J)

where

d o t Y_{t} = A^{J_{t}} Y_{t},

A^{i}

is the Jacobian matrix of

F^{i}

at

p

and

J

is the jump process with rates

(a_{i j} (p)) .

We introduce two quantities

L a m b d a^{-}

and

L a m b d a^{+}

respectively %called the {em minimal} and {em maximal average growth rate.}

L a m b d a^{-}

(respectively

L a m b d a^{+}

) is defined as the {em minimal} (respectively {em maximal}) {em growth rate} of

| Y_{t} |,

where the minimum (respectively maximum) is taken over all the ergodic measures of the angular process

(T h e t a, J)

with

T h e t a_{t} = f r a c Y_{t} | Y_{t} | .

It is shown that

L a m b d a^{+}

coincides with the top Lyapunov exponent (in the sense of ergodic theory) of

(Y, J)

and that under general assumptions

L a m b d a^{-} = L a m b d a^{+} .

We then prove that, under certain irreducibility conditions,

X_{t} o p

exponentially fast when

L a m b d a^{+} < 0

and

(X, I)

converges in distribution at an exponential rate toward a (unique) invariant measure supported by

M s e t m i n u s p i m e s E

when

L a m b d a^{-} > 0.

Some applications to certain epidemic models in a fluctuating environment are discussed and illustrate our results.

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