Moment closure and finite-time blowup for piecewise deterministic markov processes

Lee DeVille; Sairaj Dhople; Alejandro D. Domínguez-García; Jiangmeng Zhang

doi:10.1137/140996975

Moment closure and finite-time blowup for piecewise deterministic markov processes

Lee DeVille, Sairaj Dhople, Alejandro D. Domínguez-García, Jiangmeng Zhang

Electrical and Computer Engineering

Research output: Contribution to journal › Article › peer-review

10 Scopus citations

Abstract

We present a variety of results analyzing the behavior of a class of stochastic processes-referred to as piecewise deterministic Markov processes (PDMPs)-for the infinite-time interval and determine general conditions on when the moments of such processes will, or will not, be well-behaved. We also characterize the types of finite-time blowups that are possible for these processes, and obtain bounds on their probabilities.

Original language	English (US)
Pages (from-to)	526-556
Number of pages	31
Journal	SIAM Journal on Applied Dynamical Systems
Volume	15
Issue number	1
DOIs	https://doi.org/10.1137/140996975
State	Published - 2016

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© Copyright 2016 SIAM.

Keywords

Hybrid systems
Moment closure
Power-law distributions

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10.1137/140996975

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AU - Dhople, Sairaj

AU - Domínguez-García, Alejandro D.

AU - Zhang, Jiangmeng

PY - 2016

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KW - Hybrid systems

KW - Moment closure

KW - Power-law distributions

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Moment closure and finite-time blowup for piecewise deterministic markov processes

Abstract

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