Work

On invariant distributions of Feller Markov chains with applications to dynamical systems with random switching

Year: 2024

Type: article

Abstract: We introduce simple conditions ensuring that invariant distributions of a Feller Markov chain on a compact Riemannian manifold are absolutely continuous with a lower semi-continuous, continuous or smooth density with respect to the Riemannian measure. This is applied to Markov chains obtained by random composition of maps and to piecewise deterministic Markov processes obtained by random switching between flows.

Source: Probability Theory and Related Fields

DOI: 10.1007/s00440-024-01307-y

Authors: Michel Benaïm, Oliver Tough

Institutions: University of Neuchâtel, University of Bath

Language: English

Topic: Mathematical Dynamics and Fractals

Subfield: Mathematical Physics

Field: Mathematics

Domain: Physical Sciences

Open Access status: hybrid

Estimated APC paid: $2,990

Funders: Université de Neuchâtel, Engineering and Physical Sciences Research Council