Stochastic flows on a countable set: Convergence in distribution

Measures on groups and semigroups, etc. (43A05) Convergence of probability measures (60B10) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

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The stochastic flows considered in this paper are products of i.i.d. random variables \(F_ n\) with values in the semigroup \(\Gamma\) of all mappings of a countable set V into itself. If V is given the discrete and \(\Gamma\) the product topology, \(\Gamma\) is a complete, metrizable, separable topological semigroup. The authors give sufficient conditions for the tightness of the distribution of the product F \(n:=F_ n\circ F_{n-1}\circ...\circ F_ 1\). They are formulated in terms of the law of \(F_ 1\) and, alternatively, in terms of recurrence properties of the associated one- point motion F nv, \(v\in V\). Under an irreducibility condition, the second criterion is also necessary. It is proved, that tightness of the laws of the \(F_ n\) implies that their Cesàro sums convergence weakly; the support of the limiting law is described. The results are applied to the study of the so-called block-charge model, an example of an interacting particle system without birth and death. The proofs of the main results rely on the detailed investigation of the algebraic structure of \(\Gamma\) and an extension of the method of \textit{A. Mukherjea} and \textit{N. Tserpes} [Measures on topological semigroups: Convolution products and random walks (Lect. Notes Math. 547) (1976; Zbl 0342.43001)] to the non-locally compact case.

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