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

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 \(\varphi\).