Occupation times in systems of null recurrent Markov processes
type: Item
instance of: scholarly article
title: Occupation times in systems of null recurrent Markov processes
zbMATH Open document ID: 0792.60027
DOI: 10.1007/BF01192516
author: Tzong-Yow Lee
author: Bruno Rémillard
publication date: 1994-07-14T00:00:00Z
review text: We study asymptotic properties of differences of occupation times for infinite systems of noninteracting Markovian particles. Under a suitable normalisation we prove convergence in law to a nondegenerate Gaussian field. We also obtain large deviations properties. These results generalize previous results obtained separately by both authors [\textit{T.- Y. Lee}, Ann. Probab. 16, No. 4, 1537-1558 (1988; Zbl 0661.60046) and \textit{B. Rémillard}, Diffusion processes and related problems in analysis, Vol. I: Diffusions in analysis and geometry, Proc. Int. Conf., Evanston/IL (USA) 1989, Prog. Probab. 22, 497-519 (1990; Zbl 0746.60027)].
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60J05
zbMATH DE Number: 569017
zbMATH Keywords: occupation times
zbMATH Keywords: infinite systems of noninteracting Markovian particles
zbMATH Keywords: large deviations properties
MaRDI profile type: Publication
cites work: Large deviations for independent random walks
cites work: Large deviations from the mckean-vlasov limit for weakly interacting diffusions
cites work: Q5624436
cites work: Limit theorems of occupation times for Markov processes
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full work available at URL: https://doi.org/10.1007/bf01192516
OpenAlex ID: W2035039671
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 569017