A criterion on the exponential ergodicity in the Bounded-Lipschitz distance for some piecewise-deterministic Markov processes with random switching
| Author | Czapla D.; Horbacz K.; Wojewódka-Ściążko H. |
|---|---|
| Title | A criterion on the exponential ergodicity in the Bounded-Lipschitz distance for some piecewise-deterministic Markov processes with random switching |
| Journal | International Conference of Numerical Analysis and Applied Mathematics ICNAAM 2021 |
| Year | 2023 |
| Status | Published |
| Volume | 2849 |
| DOI | 10.1063/5.0163391 |
| URL | https://doi.org/10.1063/5.0163391 |
| Abstract | <p>We are concerned with a subclass of piecewise-deterministic Markov processes (PDMPs) that evolve on a Polish space through random jumps at exponentially distributed time intervals, while the behaviour between jumps is governed by a finite collection of flows, selected randomly at the jump times. The main goal of this paper is to provide a set of conditions sufficient for the exponential ergodicity of the corresponding transition semigroup in terms of the bounded Lipschitz distance.</p> |
| Publisher | AIP Publishing |
| ISBN | 978-0-7354-4182-8 |