Regularity of invariant densities for 1D-systems with random switching

Abstract

This is a detailed analysis of invariant measures for one-dimensional dynamical systems with random switching. In particular, we prove smoothness of the invariant densities away from critical points and describe the asymptotics of the invariant densities at critical points.

32 pages

References in corpus (1)

• Exponential ergodicity for Markov processes with random switching

Cited by in corpus (7)

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• Simple Nonlinear Models with Rigorous Extreme Events and Heavy Tails
• Random Splitting of Fluid Models: Ergodicity and Convergence
• On invariant distributions of Feller Markov chains with applications to dynamical systems with random switching
• A General View on Double Limits in Differential Equations