2014/11/16 by Christophe Bahadoran, Thomas Mountford, Bahadoran, C. +5
Economics, Econometrics and Finance · Mathematics · #60K35 #60K37 #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Mathematical Dynamics and Fractals #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
paper · pdf · doi:10.48550/arxiv.1411.4305
openalex publication_date 2014/11/16 · openalex created_date 2022/01/25 · openalex updated_date 2026/07/28
We establish necessary and sufficient conditions for weak convergence to the upper invariant measure for asymmetric nearest neighbour zero range processes with non homogeneous jump rates. The class of environments considered is close to that considered by Andjel, Ferrari, Guiol and Landim, while our class of processes is broader. We also give a simpler proof of a result of Ferrari and Sisko with weaker assumptions.