Systems of independent Markov chains

T. M. Liggett and S. C. Port

Stochastic Processes and their Applications, 1988, vol. 28, issue 1, 1-22

Abstract: We consider infinite systems of independent Markov chains as processes on the space of particle configurations. The main results involve characterizations of the possible limiting distributions for these processes, and necessary and sufficient conditions for convergence to these limits. The form of some of the results depends in an important way on whether the underlying Markov chain is recurrent or transient. In the null recurrent case, for example, we find that every limiting distribution is a Cox process, while this is not necessarily true in the transient case.

Keywords: independent; particle; systems; Cox; processes; Poisson; processes; entrance; laws (search for similar items in EconPapers)
Date: 1988
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