Distributional limits for the symmetric exclusion process
Thomas M. Liggett
Stochastic Processes and their Applications, 2009, vol. 119, issue 1, 1-15
Abstract:
Strong negative dependence properties have recently been proved for the symmetric exclusion process. In this paper, we apply these results to prove convergence to the Poisson and Gaussian distributions for various functionals of the process.
Keywords: Exclusion; processes; Negative; association; Negative; dependence; Central; limit; theorems; Stability; of; polynomials (search for similar items in EconPapers)
Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:119:y:2009:i:1:p:1-15
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