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A user-friendly condition for exponential ergodicity in randomly switched environments
- Source :
- Electron. Commun. Probab., Electronic Communications in Probability, Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2018, 23 (none), ⟨10.1214/18-ECP148⟩
- Publication Year :
- 2018
- Publisher :
- The Institute of Mathematical Statistics and the Bernoulli Society, 2018.
-
Abstract
- We consider random switching between finitely many vector fields leaving positively invariant a compact set. Recently, Li, Liu and Cui showed that if one the vector fields has a globally asymptotically stable (G.A.S.) equilibrium from which one can reach a point satisfying a weak H\"ormander-bracket condition, then the process converges in total variation to a unique invariant probability measure. In this note, adapting the proof of Li, Liu and Cui and using results of Bena\"im, Le Borgne, Malrieu and Zitt, the assumption of a G.A.S. equilibrium is weakened to the existence of an accessible point at which a barycentric combination of the vector fields vanishes. Some examples are given which demonstrate the usefulness of this condition.<br />Comment: 14 pages; The article has been accepted for publication in Electronic Communications in Probability
- Subjects :
- Statistics and Probability
Pure mathematics
Dynamical Systems (math.DS)
Barycentric coordinate system
01 natural sciences
93E15
010104 statistics & probability
60J25
Stability theory
FOS: Mathematics
60J25, 34A37, 37A50, 93E15, 93C30
Point (geometry)
Hörmander-bracket conditions
37A50
Mathematics - Dynamical Systems
0101 mathematics
Invariant (mathematics)
ComputingMilieux_MISCELLANEOUS
Mathematics
Probability (math.PR)
010102 general mathematics
Ergodicity
Process (computing)
stochastic persistence
34A37
[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
Compact space
93C30
random switching
ergodicity
Vector field
Statistics, Probability and Uncertainty
piecewise deterministic Markov processes
Mathematics - Probability
Subjects
Details
- Language :
- English
- ISSN :
- 1083589X
- Database :
- OpenAIRE
- Journal :
- Electron. Commun. Probab., Electronic Communications in Probability, Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2018, 23 (none), ⟨10.1214/18-ECP148⟩
- Accession number :
- edsair.doi.dedup.....6539c82ce34b8e5a09df40098cc1fb8b