Artículos de revistas
Convergence to the maximal invariant measure for a zero-range process with random rates
Registro en:
Stochastic Processes And Their Applications. Elsevier Science Bv, v. 90, n. 1, n. 67, n. 81, 2000.
0304-4149
WOS:000089965900004
10.1016/S0304-4149(00)00037-5
Autor
Andjel, ED
Ferrari, PA
Guiol, H
Landim, C
Institución
Resumen
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 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. (C) 2000 Elsevier Science B.V. All rights reserved. 90 1 67 81