Stochastic hybrid systems in equilibrium: moment closure, finite-time blowup, and exact solutions
Dynamical Systems
2014-11-25 v1
Abstract
We present a variety of results analyzing the behavior of a class of stochastic processes --- referred to as Stochastic Hybrid Systems (SHSs) --- in or near equilibrium, and determine general conditions on when the moments of the process will, or will not, be well-behaved. We also study the potential for finite-time blowups for these processes, and exhibit a set of random recurrence relations that govern the behavior for long times. In addition, we present a connection between these recurrence relations and some classical expressions in number theory.
Keywords
Cite
@article{arxiv.1411.6600,
title = {Stochastic hybrid systems in equilibrium: moment closure, finite-time blowup, and exact solutions},
author = {Lee DeVille and Sairaj Dhople and Alejandro Dominguez-Garcia and Jiangmeng Zhang},
journal= {arXiv preprint arXiv:1411.6600},
year = {2014}
}
Comments
37 pages, 4 figures