Displaying similar documents to “Viability, invariance and reachability for controlled piecewise deterministic Markov processes associated to gene networks”

Viability, invariance and reachability for controlled piecewise deterministic Markov processes associated to gene networks

Dan Goreac (2012)

ESAIM: Control, Optimisation and Calculus of Variations

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We aim at characterizing viability, invariance and some reachability properties of controlled piecewise deterministic Markov processes (PDMPs). Using analytical methods from the theory of viscosity solutions, we establish criteria for viability and invariance in terms of the first order normal cone. We also investigate reachability of arbitrary open sets. The method is based on viscosity techniques and duality for some associated linearized problem. The theoretical results are applied...

Viability, invariance and reachability for controlled piecewise deterministic Markov processes associated to gene networks

Dan Goreac (2012)

ESAIM: Control, Optimisation and Calculus of Variations

Similarity:

We aim at characterizing viability, invariance and some reachability properties of controlled piecewise deterministic Markov processes (PDMPs). Using analytical methods from the theory of viscosity solutions, we establish criteria for viability and invariance in terms of the first order normal cone. We also investigate reachability of arbitrary open sets. The method is based on viscosity techniques and duality for some associated linearized problem. The theoretical results are applied...

Multiscale Piecewise Deterministic Markov Process in infinite dimension: central limit theorem and Langevin approximation

A. Genadot, M. Thieullen (2014)

ESAIM: Probability and Statistics

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In [A. Genadot and M. Thieullen, Averaging for a fully coupled piecewise-deterministic markov process in infinite dimensions. 44 (2012) 749–773], the authors addressed the question of averaging for a slow-fast Piecewise Deterministic Markov Process (PDMP) in infinite dimensions. In the present paper, we carry on and complete this work by the mathematical analysis of the fluctuations of the slow-fast system around the averaged limit. A central limit theorem is derived and the associated...

Autocovariance structure of powers of switching-regime ARMA Processes

Christian Francq, Jean-Michel Zakoïan (2010)

ESAIM: Probability and Statistics

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In Francq and Zakoïan [4], we derived stationarity conditions for ARMA models subject to Markov switching. In this paper, we show that, under appropriate moment conditions, the powers of the stationary solutions admit weak ARMA representations, which we are able to characterize in terms of , the coefficients of the model in each regime, and the transition probabilities of the Markov chain. These representations are potentially useful for statistical applications.

Discrete time markovian agents interacting through a potential

Amarjit Budhiraja, Pierre Del Moral, Sylvain Rubenthaler (2013)

ESAIM: Probability and Statistics

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A discrete time stochastic model for a multiagent system given in terms of a large collection of interacting Markov chains is studied. The evolution of the interacting particles is described through a time inhomogeneous transition probability kernel that depends on the ‘gradient’ of the potential field. The particles, in turn, dynamically modify the potential field through their cumulative input. Interacting Markov processes of the above form have been suggested as models for active...

The compositional construction of Markov processes II

L. de Francesco Albasini, N. Sabadini, R. F. C. Walters (2011)

RAIRO - Theoretical Informatics and Applications - Informatique Théorique et Applications

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We add sequential operations to the categorical algebra of weighted and Markov automata introduced in [L. de Francesco Albasini, N. Sabadini and R.F.C. Walters, 
arXiv:0909.4136]. The extra expressiveness of the algebra permits the description of hierarchical systems, and ones with evolving geometry. We make a comparison with the probabilistic automata of Lynch [ 37 (2007) 977–1013].