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We introduce the mathematical theory of the particle systems that interact via permutations, where transition rates are assigned not to the jumps from a site to a site, but to the permutations themselves. These permutation processes can be viewed as the natural generalization of symmetric...
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We state and prove a version of an adiabatic theorem for Markov chains using well-known facts about mixing times. We extend the result to the case of continuous time Markov chains with bounded generators.
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Consider a Markov process with countably many states. In order to find a one-state occupation time distribution, we use a combination of Fourier and Laplace transforms in the way that allows for the inversion of the Fourier transform. We derive a closed-form expression for the occupation time...
Persistent link: https://www.econbiz.de/10008474339
This paper analyzes many weak moment asymptotics under the possibility of similar moments. The possibility of highly related moments arises when there are many of them. Knight and Fu (2000) designate the issue of similar regressors as the “nearly singular” design in the least squares case....
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