A topology for limits of Markov chains

In the investigation of limits of Markov chains, the presence of states which become instantaneous states in the limit may prevent the convergence of the chain in the Skorohod topology. We present in this article a weaker topology adapted to handle this situation. We use this topology to derive the limit of random walks among random traps and sticky zero-range processes.

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Year of publication:	2015
Authors:	Landim, C.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 125.2015, 3, p. 1058-1088
Publisher:	Elsevier
Subject:	Metastability \| Skorohod topology

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011194112