Ergodicity of an infinite dimensional renewal process (Q1194595)
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English | Ergodicity of an infinite dimensional renewal process |
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Ergodicity of an infinite dimensional renewal process (English)
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4 October 1992
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A very special infinite-dimensional renewal process is constructed and studied. Processes of this type have been introduced by \textit{F. Spitzer} [Adv. Math., Suppl. Stud. 9, 147-155 (1986; Zbl 0608.60083)]. The state space of the process is \(\mathbb{R}^{\mathbb{Z}}_ +\). A state \(\eta=(\eta(k))_{k\in\mathbb{Z}}\) represents a vector of ages of objects. The \(k\)-th coordinate \(\eta(k)\) increases deterministically at rate 1 or jumps to 0 with failure rate \(c+{1\over 2}(\eta(k-1)+\eta(k+1))\) for some constant \(c\geq 0\). The main result states that this process is ergodic if and only if \(c>0\). The construction of the process requires a major part of the paper. It is modelled as a limit of Markov processes with finite- dimensional state spaces.
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multidimensional renewal processes
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ergodicity
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attractiveness
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