Averaging for some simple constrained Markov processes
Idioma
en
Article de revue
Este ítem está publicado en
Probability and Mathematical Statistics. 2017
Fecha de defensa
2017Resumen en inglés
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. ...Leer más >
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.< Leer menos
Palabras clave en inglés
averaging
piecewise deterministic Markov process
Proyecto ANR
Ergodicité, contrôle et statistique pour les PDMP - ANR-12-JS01-0006
Orígen
Importado de HalCentros de investigación