Invariant Measures for Hybrid Stochastic Systems
Dynamical Systems
2014-08-04 v1 Probability
Abstract
In this paper, we seek to understand the behavior of dynamical systems that are perturbed by a parameter that changes discretely in time. If we impose certain conditions, we can study certain embedded systems within a hybrid system as time-homogeneous Markov processes. In particular, we prove the existence of invariant measures for each embedded system and relate the invariant measures for the various systems through the flow. We calculate these invariant measures explicitly in several illustrative examples.
Cite
@article{arxiv.1408.0026,
title = {Invariant Measures for Hybrid Stochastic Systems},
author = {Xavier Garcia and Jennifer Kunze and Thomas Rudelius and Anthony Sanchez and Sijing Shao and Emily Speranza and Chad Vidden},
journal= {arXiv preprint arXiv:1408.0026},
year = {2014}
}
Comments
18 pages, 7 figures