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| Главные авторы: | , , |
|---|---|
| Формат: | Preprint |
| Опубликовано: |
2020
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| Предметы: | |
| Online-ссылка: | https://arxiv.org/abs/2004.06798 |
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Оглавление:
- We are concerned with the absolute continuity of stationary distributions corresponding to some piecewise deterministic Markov process, being typically encountered in biological models. The process under investigation involves a deterministic motion punctuated by random jumps, occurring at the jump times of a Poisson process. The post-jump locations are obtained via random transformations of the pre-jump states. Between the jumps, the motion is governed by continuous semiflows , which are switched directly after the jumps. The main goal of this paper is to provide a set of verifiable conditions implying that any invariant distribution of the process under consideration that corresponds to an ergodic invariant measure of the Markov chain given by its post-jump locations has a density with respect to the Lebesgue measure.