@article{c7c444193fe34b8986369bef5ee5c428,
title = "Moment closure and finite-time blowup for piecewise deterministic markov processes",
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.",
keywords = "Hybrid systems, Moment closure, Power-law distributions",
author = "Lee DeVille and Sairaj Dhople and Dom{\'i}nguez-Garc{\'i}a, {Alejandro D.} and Jiangmeng Zhang",
note = "Funding Information: This work was supported in part by the National Science Foundation (NSF) under awards ECCS-CAR-0954420, CMG-0934491, and CyberSEES-1442686; the Trustworthy Cyber Infrastructure for the Power Grid (TCIPG) under U.S. Department of Energy award DE-OE0000097; the National Aeronautics and Space Administration (NASA) through the NASA Astrobiology Institute under Cooperative Agreement NNA13AA91A issued through the Science Mission Directorate; and the Initiative for Mathematical Science and Engineering (IMSE) at the University of Illinois. Publisher Copyright: {\textcopyright} Copyright 2016 SIAM.",
year = "2016",
doi = "10.1137/140996975",
language = "English (US)",
volume = "15",
pages = "526--556",
journal = "SIAM Journal on Applied Dynamical Systems",
issn = "1536-0040",
publisher = "Society of Industrial and Applied Mathematics",
number = "1",
}