Título: Quantitative ergodicity for some switched dynamical systems
Autores: Benaïm, Michel; Université de Neuchâtel
Le Borgne, Stéphane; Université de Rennes I
Malrieu, Florent; Université de Rennes 1
Zitt, Pierre-André; Université de Bourgogne
Fecha: 2012-01-02
Publicador: Electronic communications in probability
Fuente:
Tipo: Peer-reviewed Article
Tema: Coupling; Ergodicity; Linear Differential Equations; Piecewise Deterministic Markov Process; Switched dynamical systems; Wasserstein distance
60J75; 60J25; 93E15; 34D23
Descripción: We provide quantitative bounds for the long time behavior of a class of Piecewise Deterministic Markov Processes with state space $\mathbb{R}^d\times E$ where $E$ is a finite set. The continous component evolves according to a smooth vector field that it switched at the jump times of the discrete coordinate. The jump rates may depend on the whole position of the process. Under regularity assumptions on the jump rates and stability conditions for the vector fields we provide explicit exponential upper bounds for the convergence to equilibrium in terms of Wasserstein distances.
Idioma: Inglés

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