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A topology for limits of Markov chains

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  • Landim, C.

Abstract

In the investigation of limits of Markov chains, the presence of states which become instantaneous states in the limit may prevent the convergence of the chain in the Skorohod topology. We present in this article a weaker topology adapted to handle this situation. We use this topology to derive the limit of random walks among random traps and sticky zero-range processes.

Suggested Citation

  • Landim, C., 2015. "A topology for limits of Markov chains," Stochastic Processes and their Applications, Elsevier, vol. 125(3), pages 1058-1088.
    • Handle: RePEc:eee:spapps:v:125:y:2015:i:3:p:1058-1088
    DOI: 10.1016/j.spa.2014.08.011
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    References listed on IDEAS

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    1. Beltrán, J. & Landim, C., 2011. "Metastability of reversible finite state Markov processes," Stochastic Processes and their Applications, Elsevier, vol. 121(8), pages 1633-1677, August.
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    Keywords

    Metastability; Skorohod topology;

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