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.
Type de document :
Article dans une revue
ESAIM: Proceedings, EDP Sciences, 2014, Journées MAS 2012, 44, pp.276-290. 〈10.1051/proc/201444017〉
Liste complète des métadonnées

Littérature citée [36 références]  Voir  Masquer  Télécharger

https://hal.archives-ouvertes.fr/hal-00865092
Contributeur : Nathalie Krell <>
Soumis le : lundi 23 septembre 2013 - 18:24:39
Dernière modification le : vendredi 17 novembre 2017 - 18:53:21
Document(s) archivé(s) le : mardi 24 décembre 2013 - 04:35:03

Fichiers

pdmp.pdf
Fichiers produits par l'(les) auteur(s)

Identifiants

Citation

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〉

Partager

Métriques

Consultations de la notice

758

Téléchargements de fichiers

1013