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 | |
| State | Published - 2016 |
Keywords
- Hybrid systems
- Moment closure
- Power-law distributions
ASJC Scopus subject areas
- Analysis
- Modeling and Simulation