Infinite-dimensional stochastic difference equations for particle systems and network flows
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Let V be a countably infinite set, and let {Xn, n = 0, 1, ·· ·} be random vectors in which satisfy Xn = AnXn– 1 + ζn, for i.i.d. random matrices {An} and i.i.d. random vectors {ζ n}. Interpretation: site x in V is occupied by Xn(x) particles at time n; An describes random transport of existing particles, and ζ n(x) is the number of ‘births' at x. We give conditions for (1) convergence of the sequence {Xn} to equilibrium, and (2) a central limit theorem for n–1/2(X1 + · ·· + Xn), respectively. When the matrices {An} consist of 0's and 1's, these conditions are checked in two classes of examples: the ‘drip, stick and flow model' (a stochastic flow with births), and a neural network model.
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1981 ◽
Vol 89
(1-2)
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pp. 51-53
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2019 ◽
Vol 52
(33)
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pp. 334001
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1987 ◽
Vol 52
(3)
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pp. 817-818
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2005 ◽
Vol 79
(3)
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pp. 391-398
1955 ◽
Vol s3-5
(2)
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pp. 238-256
2001 ◽
Vol 40
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pp. 363-369
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