Summary
We study asymptotic properties of differences of occupation times for infinite systems of noninteracting Markovian particles. Under a suitable normalisation we prove convergence in law to a nondegerate Gaussian field. We also obtain large deviations properties. These results generalise previous results obtained separately by both authors.
References
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Supported in part by the Office of Graduate Studies and Research (1990), University of Maryland and by NSF Grant No. DMS 9207928
Supported in part by the Fonds Institutionnel de Recherche, Université du Québec à Trois-Rivières and by the Natural Sciences and Engineering Research Council of Canada, Grant No. OGP0042137
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Lee, TY., Remillard, B. Occupation times in systems of null recurrent Markov processes. Probab. Th. Rel. Fields 98, 245–259 (1994). https://doi.org/10.1007/BF01192516
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DOI: https://doi.org/10.1007/BF01192516
Mathematics Subject Classifications (1985)
- Primary 60F10
- secondary 60J05