The stationary behaviour of fluid limits of reversible processes is concentrated on stationary points (Q1953045): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Revision as of 05:20, 5 March 2024

scientific article
Language Label Description Also known as
English
The stationary behaviour of fluid limits of reversible processes is concentrated on stationary points
scientific article

    Statements

    The stationary behaviour of fluid limits of reversible processes is concentrated on stationary points (English)
    0 references
    7 June 2013
    0 references
    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 \(\varphi\).
    0 references
    fluid limit
    0 references
    reversible
    0 references
    fixed points
    0 references
    stationary points
    0 references
    mean field limit
    0 references
    hydrodynamic limit
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references