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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2023
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| Soggetti: | |
| Accesso online: | https://arxiv.org/abs/2310.17543 |
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| _version_ | 1866914987051581440 |
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| author | Benaïm, Michel Tough, Oliver |
| author_facet | Benaïm, Michel Tough, Oliver |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2310_17543 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | On invariant distributions of Feller Markov chains with applications to dynamical systems with random switching Benaïm, Michel Tough, Oliver Probability 60, 37, 60J, 37C 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. |
| title | On invariant distributions of Feller Markov chains with applications to dynamical systems with random switching |
| topic | Probability 60, 37, 60J, 37C |
| url | https://arxiv.org/abs/2310.17543 |