Zobrazeno 1 - 10
of 16
pro vyhledávání: '"Dawid Czapla"'
Publikováno v:
Mathematical Biosciences and Engineering, Vol 17, Iss 2, Pp 1059-1073 (2020)
We investigate a piecewise-deterministic Markov process, evolving on a Polish metric space, whose deterministic behaviour between random jumps is governed by some semi-flow, and any state right after the jump is attained by a randomly selected contin
Externí odkaz:
https://doaj.org/article/7a5cf196e4a94821b7003fe9783007e3
Publikováno v:
Stochastic Analysis and Applications, 39(2), 357-379
In the paper we consider some piecewise deterministic Markov process whose continuous component evolves according to semiflows, which are switched at the jump times of a Poisson process. The associated Markov chain describes the states of this proces
Publikováno v:
Mathematical Biosciences and Engineering, Vol 17, Iss 2, Pp 1059-1073 (2020)
Mathematical Biosciences and Engineering, 17(2), 1059-1073
Mathematical Biosciences and Engineering, 17(2), 1059-1073
We investigate a piecewise-deterministic Markov process, evolving on a Polish metric space, whose deterministic behaviour between random jumps is governed by some semi-flow, and any state right after the jump is attained by a randomly selected contin
Publikováno v:
INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS ICNAAM 2020.
Autor:
Dawid Czapla
Publikováno v:
Stochastic Processes and their Applications. 128:3656-3678
In this paper, we prove a slight, but practically useful, generalisation of a criterion on asymptotic stability for Markov e-chains by T. Szarek, which is based on the so-called lower bound technique, developed by A. Lasota and J. York. Simultaneousl
We examine a piecewise deterministic Markov process, whose whole randomness stems from the jumps, which occur at the random time points according to a Poisson process, and whose post-jump locations are attained by randomly selected transformations of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::87c14f1645a55ed1e498fb52ce0a2b31
http://hdl.handle.net/20.500.12128/19265
http://hdl.handle.net/20.500.12128/19265
Publikováno v:
Nonlinear Analysis. 215:112678
In this paper, we study a subclass of piecewise-deterministic Markov processes with a Polish state space, involving deterministic motion punctuated by random jumps that occur at exponentially distributed time intervals. Over each of these intervals,
Publikováno v:
INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS ICNAAM 2019.
The aim of this paper is to derive the exponential ergodicity in the Wasserstein distance for a piecewise-deterministic Markov process (PDMP), being typically encountered in biological models, defined via interpolation of some discrete-time Markov ch
Autor:
Dawid Czapla, Joanna Kubieniec
Publikováno v:
Dynamical Systems. 34:130-156
We are concerned with the asymptotics of the Markov chain given by the post-jump locations of a certain piecewise-deterministic Markov process with a state-dependent jump intensity. We provide sufficient conditions for such a model to possess a uniqu
Publikováno v:
AIP Conference Proceedings.
The main goal of this paper is to establish a criterion on the exponential ergodicity in the bounded Lipschitz distance, the strong law of large numbers (SLLN) and the central limit theorem (CLT) for a certain class of Markov chains, taking values in