On the stability of planar randomly switched systems

Abstract : Consider the random process (Xt) solution of dXt/dt = A(It) Xt where (It) is a Markov process on {0,1} and A0 and A1 are real Hurwitz matrices on R2. Assuming that there exists lambda in (0, 1) such that (1 − λ)A0 + λA1 has a positive eigenvalue, we establish that the norm of Xt may converge to 0 or infinity, depending on the the jump rate of the process I. An application to product of random matrices is studied. This paper can be viewed as a probabilistic counterpart of the paper "A note on stability conditions for planar switched systems" by Balde, Boscain and Mason.
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Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2014, 24 (1), pp.292-311. 〈10.1214/13-AAP924〉
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Michel Benaïm, Stéphane Le Borgne, Florent Malrieu, Pierre-André Zitt. On the stability of planar randomly switched systems. Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2014, 24 (1), pp.292-311. 〈10.1214/13-AAP924〉. 〈hal-00686271〉

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