EXPONENTIAL WAITING TIME FOR A BIG GAP IN A ONE-DIMENSIONAL ZERO-RANGE PROCESS

Citation
Pa. Ferrari et al., EXPONENTIAL WAITING TIME FOR A BIG GAP IN A ONE-DIMENSIONAL ZERO-RANGE PROCESS, Annals of probability, 22(1), 1994, pp. 284-288
Citations number
17
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
ISSN journal
00911798
Volume
22
Issue
1
Year of publication
1994
Pages
284 - 288
Database
ISI
SICI code
0091-1798(1994)22:1<284:EWTFAB>2.0.ZU;2-Q
Abstract
The first time that the N sites to the right of the origin become empt y in a one-dimensional zero-range process is shown to converge exponen tially fast, as N --> infinity, to the exponential distribution, when divided by its mean. The initial distribution of the process is assume d to be one of the extremal invariant measures nu(rho), rho is-an-elem ent-of(0, 1), with density rho/(1 - rho). The proof is based on the cl assical Burke theorem.