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The interplay between bifurcations and random switching processes of vector fields is studied. More precisely, we provide a classification of piecewise deterministic Markov processes arising from stochastic switching dynamics near fold,…

Dynamical Systems · Mathematics 2019-01-03 Tobias Hurth , Christian Kuehn

Motivated by applications to mathematical biology, we study the averaging problem for slow-fast systems, {\em in the case in which the fast dynamics is a stochastic process with multiple invariant measures}. We consider both the case in…

Probability · Mathematics 2023-08-17 B. D. Goddard , M. Ottobre , K. J. Painter , I. Souttar

In this paper, we study a subclass of piecewise-deterministic Markov processes with a Polish state space, involving deterministic motion punctuated by random jumps that occur at exponentially distributed time intervals. Over each of these…

Probability · Mathematics 2024-03-26 Dawid Czapla , Katarzyna Horbacz , Hanna Wojewódka-Ściążko

This paper deals with the long run average continuous control problem of piecewise deterministic Markov processes (PDMP's) taking values in a general Borel space and with compact action space depending on the state variable. The control…

Probability · Mathematics 2008-09-03 O. L. V. Costa , F. Dufour

We consider a class of piecewise-deterministic Markov processes where the state evolves according to a linear dynamical system. This continuous time evolution is interspersed by discrete events that occur at random times and change (reset)…

Systems and Control · Computer Science 2017-11-15 Mohammad Soltani , Abhyudai Singh

In this paper, a class of piecewise deterministic Markov processes with underlying fast dynamic is studied. Using a "penalty method" , an averaging result is obtained when the underlying dynamic is infinitely accelerated. The features of…

Probability · Mathematics 2016-08-31 Alexandre Genadot

Consider a continuous time particle system $\eta^t=(\eta^t(k),k\in \mathbb{L})$, indexed by a lattice $\mathbb{L}$ which will be either $\mathbb{Z}$, $\mathbb{Z}/n\mathbb{Z}$, a segment $\{1,\cdots, n\}$, or $\mathbb{Z}^d$, and taking its…

Probability · Mathematics 2019-01-11 Luis Fredes , Jean-François Marckert

Piecewise-deterministic Markov processes (PDMPs) offer a powerful stochastic modeling framework that combines deterministic trajectories with random perturbations at random times. Estimating their local characteristics (particularly the…

Methodology · Statistics 2025-12-29 Romain Azaïs , Solune Denis

In this paper, we consider a piecewise deterministic Markov process (PDMP), with known flow and deterministic transition measure, and unknown jump rate $\lambda$. To estimate nonparametrically the jump rate, we first construct an adaptive…

Statistics Theory · Mathematics 2020-12-09 Nathalie Krell , Emeline Schmisser

In this paper we study a particular class of Piecewise deterministic Markov processes (PDMP's) which are semi-stochastic catastrophe versions of deterministic population growth models. In between successive jumps the process follows a flow…

Probability · Mathematics 2021-06-09 Branda Goncalves , Thierry Huillet , Eva Löcherbach

We consider a piecewise deterministic Markov decision process, where the expected exponential utility of total (nonnegative) cost is to be minimized. The cost rate, transition rate and post-jump distributions are under control. The state…

Optimization and Control · Mathematics 2017-11-22 Xin Guo , Yi Zhang

We treat the class of universal Markov processes on the d-dimensional Euklidean space which do not depend on random. For these, as well as for several subclasses, we prove criteria whether a function f, defined on the positive half-line,…

Probability · Mathematics 2012-08-07 Alexander Schnurr

This paper presents a nonparametric method for estimating the conditional density associated to the jump rate of a piecewise-deterministic Markov process. In our framework, the estimation needs only one observation of the process within a…

Statistics Theory · Mathematics 2012-07-12 Romain Azaïs , François Dufour , Anne Gégout-Petit

We consider Markov processes in continuous time with state space $\posint^N$ and provide two sufficient conditions and one necessary condition for the existence of moments $E(\|X(t)\|^r)$ of all orders $r \in \nat$ for all $t \geq 0$. The…

Probability · Mathematics 2015-02-02 Muruhan Rathinam

Piecewise deterministic Markov processes (PDMPs) are a class of stochastic processes with applications in several fields of applied mathematics spanning from mathematical modeling of physical phenomena to computational methods. A PDMP is…

Probability · Mathematics 2022-09-30 Andrea Bertazzi , Joris Bierkens , Paul Dobson

Recently, a class of stochastic processes known as piecewise deterministic Markov processes has been used to define continuous-time Markov chain Monte Carlo algorithms with a number of attractive properties, including compatibility with…

Computation · Statistics 2019-06-03 Alexander Terenin , Daniel Thorngren

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 models (in biology, networks, chemistry,. . .) and they are…

Probability · Mathematics 2014-12-24 Florent Malrieu

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 processes and give some general results. On more specific cases…

Statistics Theory · Mathematics 2013-09-25 Romain Azaïs , Jean-Baptiste Bardet , Alexandre Genadot , Nathalie Krell , Pierre-André Zitt

We construct a non-decreasing pure jump Markov process, whose jump measure heavily depends on the values taken by the process. We determine the singularity spectrum of this process, which turns out to be random and to depend locally on the…

Probability · Mathematics 2009-07-02 Julien Barral , Nicolas Fournier , Stephane Jaffard , Stephane Seuret

For a continuous-time Markov process, we characterize the law of the first jump location when started from an arbitrary initial distribution, in terms of the invariant distribution of an auxiliary Markov process. This could be of interest…

Probability · Mathematics 2019-08-23 Andi Q. Wang , David Steinsaltz