caa a22 4500 445842393 CHVBK 20180317145348.0 cr unu---uuuuu 170323e20110401xx s 000 0 eng 10.1007/s00245-010-9117-6 doi (NATIONALLICENCE)springer-10.1007/s00245-010-9117-6 An Excursion-Theoretic Approach to Stability ofDiscrete-Time Stochastic Hybrid Systems [Elektronische Daten] [Debasish Chatterjee, Soumik Pal] We address stability of a class of Markovian discrete-time stochastic hybrid systems. This class of systems is characterized by the state-space of the system being partitioned into a safe or target set and its exterior, and the dynamics of the system being different in each domain. We give conditions for L 1-boundedness of Lyapunov functions based on certain negative drift conditions outside the target set, together with some more minor assumptions. We then apply our results to a wide class of randomly switched systems (or iterated function systems), for which we give conditions for global asymptotic stability almost surely and in L 1. The systems need not be time-homogeneous, and our results apply to certain systems for which functional-analytic or martingale-based estimates are difficult or impossible to get. Springer Science+Business Media, LLC, 2010 Stochastic stability nationallicence Excursion theory nationallicence Markov process nationallicence Chatterjee Debasish ETL I19, ETH Zürich, Physikstrasse 3, 8092, Zürich, Switzerland aut Pal Soumik Department of Mathematics, University of Washington, C-547 Padelford Hall, 98195, Seattle, WA, USA aut Applied Mathematics & Optimization Springer-Verlag 63/2(2011-04-01), 217-237 0095-4616 63:2<217 2011 63 245 https://doi.org/10.1007/s00245-010-9117-6 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s00245-010-9117-6 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Chatterjee Debasish ETL I19, ETH Zürich, Physikstrasse 3, 8092, Zürich, Switzerland aut NATIONALLICENCE 700 1- Pal Soumik Department of Mathematics, University of Washington, C-547 Padelford Hall, 98195, Seattle, WA, USA aut NATIONALLICENCE 773 0- Applied Mathematics & Optimization Springer-Verlag 63/2(2011-04-01), 217-237 0095-4616 63:2<217 2011 63 245 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer