Occupation times in systems of null recurrent Markov processes |
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Authors: | Tzong-Yow Lee Bruno Remillard |
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Affiliation: | (1) Department of Mathematics, University of Maryland, College Park, 20742 Maryland, MD, USA;(2) Department de mathématiques, Université du Québec à Trois-Rivières, G1K 7P4 Trois-Rivières, Québec, Canada |
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Abstract: | Summary 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 nondegerate Gaussian field. We also obtain large deviations properties. These results generalise previous results obtained separately by both authors.Supported in part by the Office of Graduate Studies and Research (1990), University of Maryland and by NSF Grant No. DMS 9207928Supported in part by the Fonds Institutionnel de Recherche, Université du Québec à Trois-Rivières and by the Natural Sciences and Engineering Research Council of Canada, Grant No. OGP0042137 |
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Keywords: | Primary 60F10 secondary 60J05 |
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