Long-time behaviour of generalised Zig-Zag process - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2018

Long-time behaviour of generalised Zig-Zag process

Résumé

We study the long-time behaviour of a class of piecewise-deterministic Markov processes which are an extension of some recent works. These $d$-dimensional processes, d>=1, can especially be used to model the motion of a bacterium in presence of a chemo-attractant, with parameters depending both on the position and the velocity of the bacterium. Using the method of Meyn and Tweedie, we show that under some good assumptions on the parameters of the model, such a process converges exponentially fast towards its invariant measure. We also establish the existence of exponential moments of the invariant measure using results on semi-regenerative processes. The one-dimensional case is studied separately since complementary results can be obtained in that particular case.
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Dates et versions

hal-01609128 , version 1 (03-10-2017)
hal-01609128 , version 2 (27-11-2018)

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Ninon Fétique. Long-time behaviour of generalised Zig-Zag process. 2018. ⟨hal-01609128v2⟩
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