Averaging for some simple constrained Markov processes
hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
dc.contributor.author | GENADOT, Alexandre | |
dc.date | 2017 | |
dc.date.accessioned | 2024-04-04T03:14:02Z | |
dc.date.available | 2024-04-04T03:14:02Z | |
dc.date.issued | 2017 | |
dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/194004 | |
dc.description.abstractEn | 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 the averaged process, which is still a piecewise deterministic Markov process, are fully described. | |
dc.description.sponsorship | Ergodicité, contrôle et statistique pour les PDMP - ANR-12-JS01-0006 | |
dc.language.iso | en | |
dc.subject.en | averaging | |
dc.subject.en | piecewise deterministic Markov process | |
dc.title.en | Averaging for some simple constrained Markov processes | |
dc.type | Article de revue | |
dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
dc.identifier.arxiv | 1606.07577 | |
bordeaux.journal | Probability and Mathematical Statistics | |
bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
bordeaux.institution | Université de Bordeaux | |
bordeaux.institution | Bordeaux INP | |
bordeaux.institution | CNRS | |
bordeaux.peerReviewed | oui | |
hal.identifier | hal-01336752 | |
hal.version | 1 | |
hal.popular | non | |
hal.audience | Internationale | |
hal.origin.link | https://hal.archives-ouvertes.fr//hal-01336752v1 | |
bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Probability%20and%20Mathematical%20Statistics&rft.date=2017&rft.au=GENADOT,%20Alexandre&rft.genre=article |
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