Stationarity, Time–reversal and Fluctuation Theory for a Class of Piecewise Deterministic Markov Processes

نویسندگان

  • A. FAGGIONATO
  • D. GABRIELLI
  • M. RIBEZZI CRIVELLARI
چکیده

We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states (x, σ) ∈ Ω × Γ, Ω being a region in R or the d–dimensional torus, Γ being a finite set. The continuous variable x follows a piecewise deterministic dynamics, the discrete variable σ evolves by a stochastic jump dynamics and the two resulting evolutions are fully–coupled. We study stationarity, reversibility and time–reversal symmetries of the process. Increasing the frequency of the σ–jumps, we show that the system behaves asymptotically as deterministic and we investigate the structure of fluctuations (i.e. deviations from the asymptotic behavior), recovering in a non Markovian frame results obtained by Bertini et al. [1, 2, 3, 4], in the context of Markovian stochastic interacting particle systems. Finally, we discuss a Gallavotti– Cohen–type symmetry relation with involution map different from time–reversal. For several examples the above results are recovered by explicit computations.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

On time reversal of piecewise deterministic Markov processes

We study the time reversal of a general Piecewise Deterministic Markov Process (PDMP). The time reversed process is defined as X(T−t)−, where T is some given time and Xt is a stationary PDMP. We obtain the parameters of the reversed process, like the jump intensity and the jump measure.

متن کامل

Moment Closure and Finite-Time Blowup for Piecewise Deterministic Markov Processes

We present a variety of results analyzing the behavior of a class of stochastic processes — referred to as Piecewise Deterministic Markov Processes (PDMPs) — on the infinite time interval, and determine general conditions on when the moments of such processes will, or will not, be wellbehaved. We also characterize the types of finite-time blowups that are possible for these processes, and obtai...

متن کامل

Bisimulation for Communicating Piecewise Deterministic Markov Processes (CPDPs)

CPDPs (Communicating Piecewise Deterministic Markov Processes) can be used for compositional specification of systems from the class of stochastic hybrid processes formed by PDPs (Piecewise Deterministic Markov Processes). We define CPDPs and the composition of CPDPs, and prove that the class of CPDPs is closed under composition. Then we introduce a notion of bisimulation for PDPs and CPDPs and...

متن کامل

Probabilistic and Piecewise Deterministic models in Biology

We present recent results on Piecewise Deterministic Markov Processes (PDMPs), involved in biological modeling. PDMPs, first introduced in the probabilistic literature by [30], are a very general class of Markov processes and are being increasingly popular in biological applications. They also give new interesting challenges from the theoretical point of view. We give here different examples on...

متن کامل

Operator-Geometric Solutions for the M/G/k Queue and its Variants

One of the classical, but yet unsolved queueing systems is the M/G/k queue with Poisson input, general service time distribution and serving facilities. In the present paper, this queue is analyzed as a piecewise–deterministic Markov process. First, an iteration formula for the transient distributions is derived. This formula is a new result for piecewise–deterministic Markov processes, too, si...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2009