Hostname: page-component-cd9895bd7-dk4vv Total loading time: 0 Render date: 2024-12-23T17:08:54.780Z Has data issue: false hasContentIssue false

Functionals of an infinite particle system with independent motions, creation, and annihilation

Published online by Cambridge University Press:  01 July 2016

P. A. Jacobs*
Affiliation:
Stanford University

Abstract

Particles enter a state space at random times. Each particle travels in the space independent of the other particles until its death. Functionals of the particle system are studied with strong laws and central limit theorems being obtained.

Type
Research Article
Copyright
Copyright © Applied Probability Trust 1974 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

[1] Azéma, J., Duflo, M. and Revuz, D. (1969) Mesure invariante des processus de Markov récurrents. Lecture Notes Math. 88: Séminaire de Probabilités III, 2433.Google Scholar
[2] Billingsley, P. (1968) Convergence of Probability Measures. John Wiley, New York.Google Scholar
[3] Blumenthal, R. M. and Getoor, R. K. (1968) Markov Processes and Potential Theory. Academic Press, New York.Google Scholar
[4] Darling, D. A. and Kac, M. (1957) On occupation times for Markoff processes. Trans. Amer. Math. Soc. 84, 444458.Google Scholar
[5] Feller, W. (1966) An Introduction to Probability Theory and its Applications. Vol. II. John Wiley, New York.Google Scholar
[6] Jacobs, P. A. (1974) A random measure model for the emission of pollutants by vehicles on a highway. To appear.Google Scholar
[7] Leysieffer, F. W. (1970) A system of Markov chains with random life times. Ann. Math. Statist. 41, 576584.Google Scholar
[8] Port, S. C. (1966) Equilibrium processes. Trans. Amer. Math. Soc. 124, 168184.Google Scholar
[9] Port, S. C. (1967) Equilibrium systems of recurrent Markov processes. J. Math. Anal. Appl. 18, 345354.Google Scholar
[10] Port, S. C. (1967) Equilibrium systems for stable processes. Pacific J. Math. 20, 487500.Google Scholar
[11] Weiss, N. A. (1971) Limit theorems for infinite particle systems. Z. Wahrscheinlichkeitsth. 20, 87101.Google Scholar
[12] Weiss, N. A. (1972) The occupation time of a set by countably many recurrent random walks. Ann. Math. Statist. 43, 293302.Google Scholar