Occupation times in systems of null recurrent Markov processes (Q1326281)
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| Language | Label | Description | Also known as |
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| English | Occupation times in systems of null recurrent Markov processes |
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Occupation times in systems of null recurrent Markov processes (English)
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14 July 1994
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We study asymptotic properties of differences of occupation times for infinite systems of noninteracting Markovian particles. Under a suitable normalisation we prove convergence in law to a nondegenerate Gaussian field. We also obtain large deviations properties. These results generalize previous results obtained separately by both authors [\textit{T.- Y. Lee}, Ann. Probab. 16, No. 4, 1537-1558 (1988; Zbl 0661.60046) and \textit{B. Rémillard}, Diffusion processes and related problems in analysis, Vol. I: Diffusions in analysis and geometry, Proc. Int. Conf., Evanston/IL (USA) 1989, Prog. Probab. 22, 497-519 (1990; Zbl 0746.60027)].
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occupation times
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infinite systems of noninteracting Markovian particles
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large deviations properties
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