OCCUPATION TIMES IN SYSTEMS OF NULL RECURRENT MARKOV-PROCESSES

Authors
LEE TY REMILLARD B
Citation
Ty. Lee et B. Remillard, OCCUPATION TIMES IN SYSTEMS OF NULL RECURRENT MARKOV-PROCESSES, Probability theory and related fields, 98(2), 1994, pp. 245-259
Citations number
6
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Probability theory and related fields → ACNP
ISSN journal
01788051
Volume
98
Issue
2
Year of publication
1994
Pages
245 - 259
Database
ISI
SICI code
0178-8051(1994)98:2<245:OTISON>2.0.ZU;2-O
Abstract
We study asymptotic properties of differences of occupation times for infinite systems of noninteracting Markovian particles. Under a suitab le normalisation we prove convergence in law to a nondegerate Gaussian field. We also obtain large deviations properties. These results gene ralise previous results obtained separately by both authors.