Title :
Stability and ergodicity of piecewise deterministic Markov processes
Author :
Costa, O.L.V. ; Dufour, F.
Author_Institution :
Dept. de Eng. de Telecomun. e Controle, Escola Politec. da Univ. de Sao Paulo, Sao Paulo, Brazil
Abstract :
The main goal of this paper is to establish some equivalence results on stability, recurrence between a piecewise deterministic Markov process (PDMP for short) {X(t)} and an embedded discrete-time Markov chain {¿n} generated by a Markov kernel G that can be explicitly characterized in terms of the three local characteristics of the PDMP contrary to the resolvent kernel. First we establish some important results characterizing {¿n} as a sampling of the PDMP {X(t)} and deriving a connection between the probability of the first return time to a set for the discrete-time Markov chains generated by G and the resolvent kernel R of the PDMP. From these results we obtain equivalence results regarding recurrence and positive recurrence between {X(t)} and {¿n}.
Keywords :
Markov processes; discrete time systems; embedded systems; stability; Markov kernel; embedded discrete-time Markov chain; ergodicity; piecewise deterministic Markov processes; stability; Brazil Council; Character generation; Context modeling; Kernel; Markov processes; Motion measurement; Sampling methods; Stability; State-space methods; Sufficient conditions;
Conference_Titel :
Decision and Control, 2008. CDC 2008. 47th IEEE Conference on
Conference_Location :
Cancun
Print_ISBN :
978-1-4244-3123-6
Electronic_ISBN :
0191-2216
DOI :
10.1109/CDC.2008.4739508