arXiv Analytics

Sign in

arXiv:math/9911205 [math.PR]AbstractReferencesReviewsResources

Convergence to the maximal invariant measure for a zero-range process with random rates

Enrique D. Andjel, Pablo A. Ferrari, Herve Guiol, Claudio Landim

Published 1999-11-25, updated 2000-03-14Version 2

We consider a one-dimensional totally asymmetric nearest-neighbor zero-range process with site-dependent jump-rates - an environment. For each environment p we prove that the set of all invariant measures is the convex hull of a set of product measures with geometric marginals. As a consequence we show that for environments p satisfying certain asymptotic property, there are no invariant measures concentrating on configurations with critical density bigger than $\rho^*(p)$, a critical value. If $\rho^*(p)$ is finite we say that there is phase-transition on the density. In this case we prove that if the initial configuration has asymptotic density strictly above $\rho^*(p)$, then the process converges to the maximal invariant measure.

Comments: 19 pages, Revised version
Journal: Stochastic Processes and their Applications 2000, Vol 90, No. 1, 67--81
Categories: math.PR, math-ph, math.MP
Subjects: 60K35, 82C22
Related articles: Most relevant | Search more
arXiv:math/0310210 [math.PR] (Published 2003-10-15, updated 2006-02-09)
The harmonic explorer and its convergence to SLE(4)
arXiv:math/9912008 [math.PR] (Published 1999-12-01)
Rate of convergence to equilibrium of symmetric simple exclusion processes
arXiv:math/0203234 [math.PR] (Published 2002-03-22)
Convergence in Energy-Lowering (Disordered) Stochastic Spin Systems