Some simple but challenging Markov processes

In this note, we present few examples of Piecewise Deterministic Markov Processes and their long time behavior. They share two important features: they are related to concrete models (in biology, networks, chemistry,. . .) and they are mathematically rich. Their math-ematical study relies on coupling method, spectral decomposition, PDE technics, functional inequalities. We also relate these simple examples to recent and open problems

Propagation of chaos and Poincar\'e inequalities for a system of particles interacting through their cdf

In the particular case of a concave flux function, we are interested in the long time behaviour of the nonlinear process associated to the one-dimensional viscous scalar conservation law. We also consider the particle system obtained by remplacing the cumulative distribution function in the drift coefficient of this nonlinear process by the empirical cdf. We first obtain trajectorial propagation of chaos result. Then, Poincar\'e inequalities are used to get explicit estimates concerning the long time behaviour of both the nonlinear process and the particle system

Lotka-Volterra with randomly fluctuating environments: a full description

In this note, we study the long time behavior of Lotka-Volterra systems whose coefficients vary randomly. Benam and Lobry established that randomly switching between two environments that are both favorable to the same species may lead to four different regimes: almost sure extinction of one of the two species, random extinction of one species or the other and persistence of both species. Our purpose here is to provide a complete description of the model. In particular, we show that any couple of environments may lead to the four different behaviours of the stochastic process depending on the jump rates

Quantitative estimates for the long time behavior of an ergodic variant of the telegraph process

Motivated by stability questions on piecewise deterministic Markov models of bacterial chemotaxis, we study the long time behavior of a variant of the classic telegraph process having a non-constant jump rate that induces a drift towards the origin. We compute its invariant law and show exponential ergodicity, obtaining a quantitative control of the total variation distance to equilibrium at each instant of time. These results rely on an exact description of the excursions of the process away from the origin and on the explicit construction of an original coalescent coupling for both velocity and position. Sharpness of the obtained convergence rate is discussed.Comment: Definitive version of former paper "Quantitative estimates for the long time behavior of a PDMP describing the movement of bacteria", now accepted in Advances in Applied Probability. Presentation changed. A diffusive scaling limit result is added. Sharpness of the long-time convergence rate is discussed. 20 pages, 3 figure

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 toward 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.Comment: 26 pages, 3 figure

Probabilistic approach for granular media equations in the non uniformly convex case

We use here a particle system to prove a convergence result as well as a deviation inequality for solutions of granular media equation when the confinement potential and the interaction potential are no more uniformly convex. Proof is straightforward, simplifying deeply proofs of Carrillo-McCann-Villani \cite{CMV,CMV2} and completing results of Malrieu \cite{malrieu03} in the uniformly convex case. It relies on an uniform propagation of chaos property and a direct control in Wasserstein distance of solutions starting with different initial measures. The deviation inequality is obtained via a $T\_1$ transportation cost inequality replacing the logarithmic Sobolev inequality which is no more clearly dimension free

Long time behavior of diffusions with Markov switching

Let $Y$ be an Ornstein-Uhlenbeck diffusion governed by an ergodic finite state Markov process $X$: $dY_t=-\lambda(X_t)Y_tdt+\sigma(X_t)dB_t$, $Y_0$ given. Under ergodicity condition, we get quantitative estimates for the long time behavior of $Y$. We also establish a trichotomy for the tail of the stationary distribution of $Y$: it can be heavy (only some moments are finite), exponential-like (only some exponential moments are finite) or Gaussian-like (its Laplace transform is bounded below and above by Gaussian ones). The critical moments are characterized by the parameters of the model

On the Laplace transform of perpetuities with thin tails

We consider the random variables $R$ which are solutions of the distributional equation R\overset{\cL}{=}MR+Q, where $(Q,M)$ is independent of $R$ and \ABS{M}\leq 1. Goldie and Gr\"ubel showed that the tails of $R$ are no heavier than exponential. In this note we provide the exact lower and upper bounds of the domain of the Laplace transform of $R$

Les images chez les enfants et chez les primitifs

International audienceLa notion d'une pensée prélogique, commune aux enfants et aux primitifs, a contribué à nous délivrer de la croyance en la permanence des fonctions. Les correspondances que l'on croyait pouvoir affirmer entre la magie spontanée des enfants et les coutumes propitiatoires des primitifs, entres les interprétation animistes ou artificialistes des uns et des autres, nous ont familiarisé avec l'idée d'une histoire de l'esprit