{ "id": "1601.07123", "version": "v1", "published": "2016-01-26T18:17:58.000Z", "updated": "2016-01-26T18:17:58.000Z", "title": "Absolute continuity of the invariant measure in Piecewise Deterministic Markov Processes having degenerate jumps", "authors": [ "Eva Löcherbach" ], "categories": [ "math.PR" ], "abstract": "We consider piecewise deterministic Markov processes with degenerate transition kernels of the \"house-of-cards\"-type. We use a splitting scheme based on jump times to prove the absolute continuity, as well as some regularity, of the invariant measure of the process. Finally, we obtain finer results on the regularity of the one-dimensional marginals of the invariant measure, using integration by parts with respect to the jump times.", "revisions": [ { "version": "v1", "updated": "2016-01-26T18:17:58.000Z" } ], "analyses": { "subjects": [ "60Hxx", "60J75", "60G55" ], "keywords": [ "piecewise deterministic markov processes", "invariant measure", "absolute continuity", "degenerate jumps", "jump times" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2016arXiv160107123L" } } }