Title of article
Convergence of independent particle systems
Author/Authors
Hoffman، نويسنده , , John R. and Rosenthal، نويسنده , , Jeffrey S.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1995
Pages
11
From page
295
To page
305
Abstract
We consider a system of particles moving independently on a countable state space, according to a general (non-space-homogeneous) Markov process. Under mild conditions, the number of particles at each site will converge to a product of independent Poisson distributions; this corresponds to settling to an ideal gas. We derive bounds on the rate of this convergence. In particular, we prove that the variation distance to stationarity decreases proportionally to the sum of squares of the probabilities of each particle to be at a given site. We then apply these bounds to some examples. Our methods include a simple use of the Chen-Stein lemma about Poisson convergence. Our results require certain strong hypotheses, which further work might be able to eliminate.
Keywords
Poisson Distribution , Chen-Stein lemma , Markov process
Journal title
Stochastic Processes and their Applications
Serial Year
1995
Journal title
Stochastic Processes and their Applications
Record number
1575667
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