Systems of independent Markov chains (Q1110931): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 03:16, 31 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Systems of independent Markov chains |
scientific article |
Statements
Systems of independent Markov chains (English)
0 references
1988
0 references
Consider an infinite system of independent Markov chains as a process on the space of particle configurations. The main results concern possible limiting distributions and equilibrium distribution for these processes. Necessary and sufficient conditions for this convergence are given. If the underlying Markov chain is null recurrent, then every limiting distribution is a Cox process. In the positive recurrent case the limiting distribution is closely related to the invariant probability measure of the Markov chain. Also the transient case is treated.
0 references
infinite particle system
0 references
infinite system of independent Markov chains
0 references
Cox process
0 references
invariant probability measure
0 references