English

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

Probability 2018-07-03 v4 Dynamical Systems

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.

Keywords

Cite

@article{arxiv.1803.03456,
  title  = {A user-friendly condition for exponential ergodicity in randomly switched environments},
  author = {Michel Benaïm and Tobias Hurth and Edouard Strickler},
  journal= {arXiv preprint arXiv:1803.03456},
  year   = {2018}
}

Comments

14 pages; The article has been accepted for publication in Electronic Communications in Probability

R2 v1 2026-06-23T00:47:32.949Z