Asymptotic results for non-linear processes of the McKean tagged-molecule type
Keyword(s):
McKean's tagged-molecule process is a non-linear homogeneous two-state Markov chain in continuous time, constructed with the aid of a binary branching process. For each of a large class of branching processes we construct a similar process. The construction is carefully done and the weak homogeneity is deduced. A simple probability argument permits us to show convergence to the equidistribution (½, ½) and to note that this limit is a strong equilibrium. A non-homogeneous Markov chain result is also used to establish the geometric rate of convergence. A proof of a Boltzmann H-theorem is also established.
Keyword(s):
2000 ◽
Vol 73
(17)
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pp. 1525-1535
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Keyword(s):
Keyword(s):
2010 ◽
Vol 20
(1)
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pp. 121-122
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