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A user-friendly condition for exponential ergodicity in randomly switched environments

Authors :
Edouard Strickler
Michel Benaïm
Tobias Hurth
Institut de Mathematiques Universite de Neuchatel
Université de Neuchâtel (UNINE)
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

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