On invariant distributions of Feller Markov chains with applications to dynamical systems with random switching
| Autor: | Benaïm, Michel, Tough, Oliver |
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| Rok vydání: | 2023 |
| Předmět: | |
| Zdroj: | Probability Theory and Related Fields, 2024 |
| Druh dokumentu: | Working Paper |
| DOI: | 10.1007/s00440-024-01307-y |
| Popis: | We introduce simple conditions ensuring that invariant distributions of a Feller Markov chain on a compact Riemannian manifold are absolutely continuous with a lower semi-continuous, continuous or smooth density with respect to the Riemannian measure. This is applied to Markov chains obtained by random composition of maps and to piecewise deterministic Markov processes obtained by random switching between flows. Comment: An error in the statement of Theorem 2.11 has been corrected |
| Databáze: | arXiv |
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