A topology for limits of Markov chains

C. Landim

Stochastic Processes and their Applications, 2015, vol. 125, issue 3, 1058-1088

Abstract: In the investigation of limits of Markov chains, the presence of states which become instantaneous states in the limit may prevent the convergence of the chain in the Skorohod topology. We present in this article a weaker topology adapted to handle this situation. We use this topology to derive the limit of random walks among random traps and sticky zero-range processes.

Keywords: Metastability; Skorohod topology (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1016/j.spa.2014.08.011

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