Convergence of locally and globally interacting Markov chains.

DOI10.1016/S0304-4149(01)00110-7zbMath1058.60087MaRDI QIDQ1766011

Hans Föllmer, Ulrich Horst

Publication date: 25 February 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Gibbs measurescontraction techniquesconvergence of Markov chainsMarkov chains on infinite product spaces

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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Cites Work

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• Statistical mechanics of probabilistic cellular automata.
• Tail structure of markov chains on infinite product spaces
• A Rational Route to Randomness
• Stock price fluctuation as a diffusion in a random environment

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