Asymptotics of locally-interacting Markov chains with global signals

Authors
Citation
Horst, Ulrich, Asymptotics of locally-interacting Markov chains with global signals, Advances in applied probability , 34(2), 2002, pp. 416-440
ISSN journal
00018678
Volume
34
Issue
2
Year of publication
2002
Pages
416 - 440
Database
ACNP
SICI code
Abstract
We study the long-run behaviour of interactive Markov chains on infinite product spaces. The behaviour at a single site is influenced by the local situation in some neighbourhood and by a random signal about the average situation throughout the whole system. The asymptotic behaviour of such Markov chains is analyzed on the microscopic level and on the macroscopic level of empirical fields. We give sufficient conditions for convergence on the macroscopic level. Combining a convergence result from the theory of random systems with complete connections with a perturbation of the Dobrushin-Vasserstein contraction technique, we show that macroscopic convergence implies that the underlying microscopic process has local asymptotic loss of memory.