Long time behavior of telegraph processes under convex potentials

We study the long-time behavior of variants of the telegraph process with position-dependent jump-rates, which result in a monotone gradient-like drift towards the origin. We compute their invariant laws and obtain, via probabilistic couplings arguments, some quantitative estimates of the total vari...

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Veröffentlicht in:Stochastic processes and their applications 2016-10, Vol.126 (10), p.3077-3101
Hauptverfasser: Fontbona, Joaquin, Guérin, Hélène, Malrieu, Florent
Format: Artikel
Sprache:eng
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Zusammenfassung:We study the long-time behavior of variants of the telegraph process with position-dependent jump-rates, which result in a monotone gradient-like drift towards the origin. We compute their invariant laws and obtain, via probabilistic couplings arguments, some quantitative estimates of the total variation distance to equilibrium. Our techniques extend ideas previously developed for a simplified piecewise deterministic Markov model of bacterial chemotaxis.
ISSN:0304-4149
1879-209X
DOI:10.1016/j.spa.2016.04.002