The stationary behaviour of fluid limits of reversible processes is concentrated on stationary points (Q1953045): Difference between revisions
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scientific article
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English | The stationary behaviour of fluid limits of reversible processes is concentrated on stationary points |
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The stationary behaviour of fluid limits of reversible processes is concentrated on stationary points (English)
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7 June 2013
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Suppose that \((Y^N)\) is a sequence of càdlàg stochastic processes on \([0,\infty)\) with values in a Polish space~\(E\). Assuming existence of a deterministic continuous one-sided time flow \(\varphi\) on \(E\) such that \(Y^N\) converges to \(\varphi\) (the ``fluid limit'') in a suitable sense, the following is proved: If \(Y^N\) is reversible with respect to some (then necessarily invariant) probability measure \(\pi^N\) on~\(E\) for every \(N\), and if \(\pi\) is an accumulation point (in the topology of weak convergence) of the sequence \((\pi^N)\), then \(\varphi\) is reversible with respect to \(\pi\). Furthermore, \(\pi\) is concentrated on the set of fixed points of the fluid limit \(\varphi\).
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fluid limit
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reversible
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fixed points
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stationary points
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mean field limit
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hydrodynamic limit
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