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Asymptotic behaviour and stationary distributions of locally interacting birth-and-death processes

Grant number: 15/07712-1
Support type:Research Grants - Visiting Researcher Grant - International
Duration: July 24, 2015 - September 12, 2015
Field of knowledge:Physical Sciences and Mathematics - Probability and Statistics - Probability
Principal Investigator:Anatoli Iambartsev
Grantee:Anatoli Iambartsev
Visiting researcher: Vadim Shcherbakov
Visiting researcher institution: Lomonosov Moscow State University (MSU), Russia
Home Institution: Instituto de Matemática e Estatística (IME). Universidade de São Paulo (USP). São Paulo , SP, Brazil

Abstract

In this project we plan to study an asymptotic behaviour and stationary distributions of Markov chains describing a system of locally interacting non-negative spins. This class of Markov chains is closely related to interacting particle systems and Gibbs modelswith non-negative spins. Invariant distributions of Markov chains form a special class of Gibbs measures on graphs and are of interest on their own. (AU)