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| HAL: hal-00688920, version 2 |
| arXiv: 1204.4143 |
| Detailed view |  Export this paper |
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| Available versions: | v1 (2012-04-18) | v2 (2012-05-21) |
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| Qualitative properties of certain piecewise deterministic Markov processes |
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| Michel Benaïm 1Stéphane Le Borgne 2 |
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| (2012-05) |
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| We study a class of Piecewise Deterministic Markov Processes with state space Rm x 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. 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 Hörmander-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. |
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| 1: | Institut de Mathématiques (UNINE) |
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Université de Neuchatel |
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| 2: | Institut de Recherche Mathématique de Rennes (IRMAR) |
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CNRS : UMR6625 – Université de Rennes 1 – École normale supérieure de Cachan - ENS Cachan – Institut National des Sciences Appliquées (INSA) : - RENNES – Université de Rennes II - Haute Bretagne |
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| 3: | Institut de Mathématiques de Bourgogne (IMB) |
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CNRS : UMR5584 – Université de Bourgogne |
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| Théorie ergodique Processus stochastiques |
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| Subject | : | Mathematics/Probability Mathematics/Dynamical Systems |
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| hal-00688920, version 2 | |
| http://hal.archives-ouvertes.fr/hal-00688920 | |
| oai:hal.archives-ouvertes.fr:hal-00688920 | |
| From: Pierre-André Zitt | |
| Submitted on: Monday, 21 May 2012 18:51:20 | |
| Updated on: Tuesday, 11 September 2012 11:49:29 | |
