Exponential ergodicity of a degenerate age-size piecewise deterministic process
Ignacio Madrid (CMAP)

TL;DR
This paper investigates the long-term behavior of a degenerate, measure-valued stochastic process with age and size variables, establishing exponential ergodicity through a novel approach involving Doob h-transforms and Harris' Theorem.
Contribution
It introduces a new method to prove exponential ergodicity for a degenerate, non-conservative process with deterministic dependencies, addressing challenges of degeneracy and non-compactness.
Findings
Proved exponential ergodicity of the process.
Developed a method to construct explicit trajectories for state space exploration.
Applied the method to a bacterial growth fragmentation model.
Abstract
We study the long-time behaviour of the first-moment semigroup of a non conservative piecewise deterministic measure-valued stochastic process with support on R 2 + driven by a deterministic flow between random jump times, with a transition kernel which has a degenerate form. Using a Doob h-transform where the function h is taken as an eigenfunction of the associated generator, we can bring ourselves back to the study of a conservative process whose exponential ergodicity is proven via Harris' Theorem. Particular attention is given to the proof of Doeblin minoration condition. The main difficulty is the degeneracy of one of the two variables, and the deterministic dependency between the two variables, which make it no trivial to uniformly bound the expected value of the trajectories with respect to a non-degenerate measure in a two-dimensional space, which is particularly hard in a…
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Taxonomy
TopicsDiffusion and Search Dynamics · Stochastic processes and statistical mechanics · Stochastic processes and financial applications
