Convergence to the maximal invariant measure for a zero-range process withrandom rates

Citation
Ed. Andjel et al., Convergence to the maximal invariant measure for a zero-range process withrandom rates, STOCH PR AP, 90(1), 2000, pp. 67-81
Citations number
15
Categorie Soggetti
Mathematics
Journal title
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
ISSN journal
03044149 → ACNP
Volume
90
Issue
1
Year of publication
2000
Pages
67 - 81
Database
ISI
SICI code
0304-4149(200011)90:1<67:CTTMIM>2.0.ZU;2-Q
Abstract
We consider a one-dimensional totally asymmetric nearest-neighbor zero-rang e process with site-dependent jump-rates - an environment. For each environ ment p we prove that the set of all invariant measures is the convex hull o f a set of product measures with geometric marginals. As a consequence we s how that for environments p satisfying certain asymptotic property, there a re no invariant measures concentrating on configurations with density bigge r than rho*(p), a critical value. If rho*(p) is finite we say that there is phase-transition on the density. In this case, we prove that if the initia l configuration has asymptotic density strictly above rho*(p), then the pro cess converges to the maximal invariant measure. (C) 2000 Elsevier Science B.V. All rights reserved.