Switching Diffusion Systems with Past-Dependent Switching and Countable State Space: Successful Couplings and Strong Ergodicity
Fuente:
arXiv
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Preprint |
| Veröffentlicht: |
2025
|
| Schlagworte: | |
| Online-Zugang: | |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| _version_ | 1866912525036027904 |
|---|---|
| author | Xi, Fubao Zhai, Yafei Zhu, Chao |
| author_facet | Xi, Fubao Zhai, Yafei Zhu, Chao |
| contents | This work studies a class of switching diffusion systems where the switching component takes values in a countable state space and its transition rates depend on the history of the continuous component. Under suitable conditions, we construct a successful coupling that establishes stability of the underlying process in the total variation norm. The coupling approach also enables us to derive strong ergodicity for the underlying process. Finally, we illustrate the main results with an $N$-body mean-field model featuring past-dependent switching and a countable state space. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2508_04997 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Switching Diffusion Systems with Past-Dependent Switching and Countable State Space: Successful Couplings and Strong Ergodicity Xi, Fubao Zhai, Yafei Zhu, Chao Probability 60J25, 60J27, 60J60, 60J75 This work studies a class of switching diffusion systems where the switching component takes values in a countable state space and its transition rates depend on the history of the continuous component. Under suitable conditions, we construct a successful coupling that establishes stability of the underlying process in the total variation norm. The coupling approach also enables us to derive strong ergodicity for the underlying process. Finally, we illustrate the main results with an $N$-body mean-field model featuring past-dependent switching and a countable state space. |
| title | Switching Diffusion Systems with Past-Dependent Switching and Countable State Space: Successful Couplings and Strong Ergodicity |
| topic | Probability 60J25, 60J27, 60J60, 60J75 |
| url | https://arxiv.org/abs/2508.04997 |