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Article Dans Une Revue Stochastic Processes and their Applications Année : 2016

Long time behavior of telegraph processes under convex potentials

Résumé

We study the long-time behavior of variants of the telegraph process with position-dependent jump-rates, which result in a monotone gradient-like drift toward the origin. We compute their invariant laws and obtain, via probabilistic couplings arguments, some quantitative estimates of the total variation distance to equilibrium. Our techniques extend ideas previously developed for a simplified piecewise deterministic Markov model of bacterial chemotaxis.
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Dates et versions

hal-01176036 , version 1 (14-07-2015)

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Joaquin Fontbona, Hélène Guérin, Florent Malrieu. Long time behavior of telegraph processes under convex potentials. Stochastic Processes and their Applications, 2016, 126 (10), pp.3077-3101. ⟨10.1016/j.spa.2016.04.002⟩. ⟨hal-01176036⟩
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