Mathematics – Probability
Scientific paper
2012-04-09
Mathematics
Probability
Scientific paper
Consider the random process (Xt) solution of dXt/dt = A(It) Xt where (It) is a Markov process on {0,1} and A0 and A1 are real Hurwitz matrices on R2. Assuming that there exists lambda in (0, 1) such that (1 - \lambda)A0 + \lambdaA1 has a positive eigenvalue, we establish that the norm of Xt may converge to 0 or infinity, depending on the the jump rate of the process I. An application to product of random matrices is studied. This paper can be viewed as a probabilistic counterpart of the paper "A note on stability conditions for planar switched systems" by Balde, Boscain and Mason.
Benaim Michel
Borgne Stephane Le
Malrieu Florent
Zitt Pierre-André
No associations
LandOfFree
On the stability of planar randomly switched systems does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with On the stability of planar randomly switched systems, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and On the stability of planar randomly switched systems will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-652181