Exponential ergodicity of a degenerate age-size piecewise deterministic process - École polytechnique
Article Dans Une Revue Acta Applicandae Mathematicae Année : 2023

Exponential ergodicity of a degenerate age-size piecewise deterministic process

Résumé

We study the long-time behaviour of the first-moment semigroup of a non conservative piecewise deterministic measure-valued stochastic process with support on R 2 + driven by a deterministic flow between random jump times, with a transition kernel which has a degenerate form. Using a Doob h-transform where the function h is taken as an eigenfunction of the associated generator, we can bring ourselves back to the study of a conservative process whose exponential ergodicity is proven via Harris' Theorem. Particular attention is given to the proof of Doeblin minoration condition. The main difficulty is the degeneracy of one of the two variables, and the deterministic dependency between the two variables, which make it no trivial to uniformly bound the expected value of the trajectories with respect to a non-degenerate measure in a two-dimensional space, which is particularly hard in a non-compact setting. Here, we propose a general method to construct explicit trajectories which explore the space state with positive probability and witch permit to prove a petite-set condition for the compact sets of the state space. An application to an age-structured growthfragmentation process modelling bacterial growth is also shown.
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Dates et versions

hal-03885141 , version 1 (06-12-2022)
hal-03885141 , version 2 (07-12-2022)
hal-03885141 , version 3 (18-03-2024)

Identifiants

Citer

Ignacio Madrid. Exponential ergodicity of a degenerate age-size piecewise deterministic process. Acta Applicandae Mathematicae, 2023, 187 (5), ⟨10.1007/s10440-023-00597-z⟩. ⟨hal-03885141v3⟩
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