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
Link To Document :
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