Stochastic stability and stabilization of positive systems with Markovian jump parameters

J Zhang, Z Han, F Zhu - Nonlinear Analysis: Hybrid Systems, 2014 - Elsevier
This paper is concerned with stochastic stability and stabilization of positive systems with
Markovian jump parameters in both continuous-time and discrete-time contexts. First …

High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion.

P Monmarché - Electronic Journal of Statistics, 2021 - projecteuclid.org
The efficiency of a Markov sampler based on the underdamped Langevin diffusion is studied
for high dimensional targets with convex and smooth potentials. We consider a classical …

A non‐conservative Harris ergodic theorem

V Bansaye, B Cloez, P Gabriel… - Journal of the London …, 2022 - Wiley Online Library
We consider non‐conservative positive semigroups and obtain necessary and sufficient
conditions for uniform exponential contraction in weighted total variation norm. This ensures …

Stochastic stability analysis and L∞-gain controller design for positive Markov jump systems with time-varying delays

S Li, Z Xiang - Nonlinear Analysis: Hybrid Systems, 2016 - Elsevier
This paper is concerned with stochastic stability analysis and L∞-gain (also called L∞-
induced norm) controller design for positive Markov jump systems (MJSs) in continuous-time …

Piecewise deterministic Markov process—recent results

R Azaïs, JB Bardet, A Génadot, N Krell… - Esaim: Proceedings, 2014 - esaim-proc.org
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 …

Quantitative ergodicity for some switched dynamical systems

M Benaïm, S Le Borgne, F Malrieu, PA Zitt - 2012 - projecteuclid.org
We provide quantitative bounds for the long time behavior of a class of Piecewise
Deterministic Markov Processes with state space R^d*E where E is a finite set. The …

Some simple but challenging Markov processes

F Malrieu - Annales de la Faculté des sciences de …, 2015 - afst.centre-mersenne.org
In this note, we present few examples of Piecewise Deterministic Markov Processes and
their long time behavior. They share two important features: they are related to concrete …

Spectral gap for the growth-fragmentation equation via Harris's Theorem

JA Cañizo, P Gabriel, H Yoldas - SIAM Journal on Mathematical Analysis, 2021 - SIAM
We study the long-time behavior of the growth-fragmentation equation, a nonlocal linear
evolution equation describing a wide range of phenomena in structured population …

Limit theorems for some branching measure-valued processes

B Cloez - Advances in Applied Probability, 2017 - cambridge.org
We consider a particle system in continuous time, a discrete population, with spatial motion,
and nonlocal branching. The offspring's positions and their number may depend on the …

Total variation estimates for the TCP process

JB Bardet, A Christen, A Guillin, F Malrieu, PA Zitt - 2013 - projecteuclid.org
The TCP window size process appears in the modeling of the famous Transmission Control
Protocol used for data transmission over the Internet. This continuous time Markov process …