A system of Markov processes with random lifetimes

Summary Let E be a locally compact Hausdorff space with a countable base, and suppose {x_n} is a countable collection of points in E. Particles enter E at the site x_n according to a Poisson process N_n(t). Upon entrance to E, a typical particle moves through the space, independently of all other particles, according to the transition law of a Markov process, until its death, which occurs at some random time D. We prove several limit theorems for various functional of this infinite particle system. In particular, laws of large numbers, and central limit theorems are proved for occupation times of relatively compact Borel sets.Supported in part by Arizona State University Grant-in-Aid