Continuous dependence of an invariant measure on the jump rate of a piecewise-deterministic Markov process

Abstract

We investigate a piecewise-deterministic Markov process, evolving on a Polish metric space, whose deterministic behaviour between random jumps is governed by some semi-flow, and any state right after the jump is attained by a randomly selected continuous transformation. It is assumed that the jumps appear at random moments, which coincide with the jump times of a Poisson process with intensity $\lambda$. The model of this type, although in a more general version, was examined in our previous papers, where we have shown, among others, that the Markov process under consideration possesses a unique invariant probability measure, say ${\nu }_{\lambda }^{\ast }$. The aim of this paper is to prove that the map $\lambda \mapsto {\nu }_{\lambda }^{\ast }$ is continuous (in the topology of weak convergence of probability measures). The studied dynamical system is inspired by certain stochastic models for cell division and gene expression.

arXiv comment15 pages

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