Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching

Jinghai Shao, Lingdi Wang and Qiong Wu

Stochastic Processes and their Applications, 2023, vol. 161, issue C, 1-23

Abstract: To deal with stochastic hybrid systems with general state-dependent switching, we propose an approximation method by a sequence of stochastic hybrid systems with piecewise constant type switching. The convergence rate in the Wasserstein distance is estimated in terms of the difference between transition rate matrices. Our method is based on an elaborate construction of coupling processes in terms of Skorokhod’s representation theorem for jumping processes. Moreover, we establish explicit criteria on the ergodicity and stability for stochastic hybrid systems with piecewise constant type switching. Some examples are given to illustrate the sharpness of these criteria.

Keywords: Regime-switching; Ergodicity; Stability; Hybrid system (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1016/j.spa.2023.03.014

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