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arXiv 2011.07671math.PRmath.DS

在流之间随机切换的一类分段确定性马尔可夫过程在有界Lipschitz距离下的指数遍历性

Exponential ergodicity in the bounded-Lipschitz distance for a subclass of piecewise-deterministic Markov processes with random switching between flows

Dawid Czapla, Katarzyna Horbacz, Hanna Wojewódka-Ściążko

AI总结:

本文研究了一类在流之间随机切换的分段确定性马尔可夫过程,提出了仅依赖流性质和跳跃后位置转移律的可验证条件,以保证其在有界Lipschitz距离下的指数遍历性,并为适用于生物模型的特例建立了简单判据。

摘要:

在本文中,我们研究了一类具有Polish状态空间的分段确定性马尔可夫过程,涉及以指数分布的时间间隔发生的随机跳跃所穿插的确定性运动。在每个时间间隔内,过程遵循从所有可能流的有限集合中随机选择的流。我们的主要目标是提供一组可验证的条件,以保证此类过程的指数遍历性(以有界Lipschitz距离表示),该条件仅涉及流的性质以及由跳跃后位置给出的马尔可夫链的转移律。此外,我们为这些过程的一个特例建立了关于指数遍历性的简单判据,适用于某些生物模型,其中跳跃源于具有位置相关概率的迭代函数系统的作用。

英文摘要:

In this paper, we study a subclass of piecewise-deterministic Markov processes with a Polish state space, involving deterministic motion punctuated by random jumps that occur at exponentially distributed time intervals. Over each of these intervals, the process follows a flow, selected randomly among a finite set of all possible ones. Our main goal is to provide a set of verifiable conditions guaranteeing the exponential ergodicity for such processes (in terms of the bounded Lipschitz distance), which would refer only to properties of the flows and the transition law of the Markov chain given by the post-jump locations. Moreover, we establish a simple criterion on the exponential ergodicity for a particular instance of these processes, applicable to certain biological models, where the jumps result from the action of an iterated function system with place-dependent probabilities.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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