A note on absolute continuity of stationary distributions of some piecewise-deterministic Markov process

Autorzy Czapla D.; Horbacz K.; Wojewódka-Ściążko H.
Tytuł A note on absolute continuity of stationary distributions of some piecewise-deterministic Markov process
Czasopismo International Conference of Numerical Analysis and Applied Mathematics 2020 (ICNAAM 2020)
Rok 2022
Status Published
Tom 2425
DOI 10.1063/5.0081329
Abstrakt <p>A piecewise deterministic Markov process with random switching between flows, occuring e.g. in certain stochastic models for gene expression, is considered in this article. The main goal is to provide a set of reasonable conditions under which any stationary distribution of the process that corresponds to an ergodic stationary distribution of the discrete-time Markov chain given by the post-jump locations of this process has a density with respect to the Lebesgue measure.</p>
Wydawca AIP Publishing
ISBN 978-0-7354-4182-8