Skip to Main content Skip to Navigation
Journal articles

Piecewise deterministic Markov process - recent results

Abstract : We give a short overview of recent results on a specific class of Markov process: the Piecewise Deterministic Markov Processes (PDMPs). We first recall the definition of these processes and give some general results. On more specific cases such as the TCP model or a model of switched vector fields, better results can be proved, especially as regards long time behaviour. We continue our review with an infinite dimensional example of neuronal activity. From the statistical point of view, these models provide specific challenges: we illustrate this point with the example of the estimation of the distribution of the inter-jumping times. We conclude with a short overview on numerical methods used for simulating PDMPs.
Complete list of metadatas

Cited literature [36 references]  Display  Hide  Download
Contributor : Nathalie Krell <>
Submitted on : Monday, September 23, 2013 - 6:24:39 PM
Last modification on : Saturday, July 11, 2020 - 3:17:15 AM
Document(s) archivé(s) le : Tuesday, December 24, 2013 - 4:35:03 AM


Files produced by the author(s)



Romain Azaïs, Jean-Baptiste Bardet, Alexandre Genadot, Nathalie Krell, Pierre-André Zitt. Piecewise deterministic Markov process - recent results. ESAIM: Proceedings, EDP Sciences, 2014, Journées MAS 2012, 44, pp.276-290. ⟨10.1051/proc/201444017⟩. ⟨hal-00865092⟩



Record views


Files downloads