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Convergence of independent particle systems

Author

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  • Hoffman, John R.
  • Rosenthal, Jeffrey S.

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.

Suggested Citation

  • Hoffman, John R. & Rosenthal, Jeffrey S., 1995. "Convergence of independent particle systems," Stochastic Processes and their Applications, Elsevier, vol. 56(2), pages 295-305, April.
    • Handle: RePEc:eee:spapps:v:56:y:1995:i:2:p:295-305
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    References listed on IDEAS

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    1. Liggett, T. M. & Port, S. C., 1988. "Systems of independent Markov chains," Stochastic Processes and their Applications, Elsevier, vol. 28(1), pages 1-22, April.
    2. Unknown, 1993. "Book Reviews," Journal of Agricultural Cooperation, National Council of Farmer Cooperatives, vol. 8, pages 1-8.
    3. S. George, 1993. "Book Review," Foreign Trade Review, , vol. 27(4), pages 439-440, January.
    4. Unknown, 1993. "Book Reviews," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 37(3), pages 1-10, December.
    5. Unknown, 1993. "Book Reviews," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 37(2), pages 1-22, August.
    6. Unknown, 1993. "Book Reviews," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 61(03), pages 1-5, December.
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