Open Access
June, 1978 Additive Set-Valued Markov Processes and Graphical Methods
T. E. Harris
Ann. Probab. 6(3): 355-378 (June, 1978). DOI: 10.1214/aop/1176995523
Abstract

Let $Z$ be a countable set, $\Xi$ the set of subsets of $Z$. A $\Xi$-valued Markov process $\{\xi_t\}$ with transition function $P(t, \xi, \Gamma)$ is called additive if there exists a family $\{\xi^A_t, t \geqq 0, A \in \Xi\}$ such that for each $A, \{\xi^A_t\}$ is Markov with transition function $P$ and $\xi^A_0 = A$, and such that $\xi^{A \cup B}_t = \xi^A_t \cup \xi^B_t, A, B \in \Xi, t \geqq 0$. Additive processes include symmetric simple exclusion, voter models and all contact processes having associates. The structure of such processes is studied, their construction from sets of independent Poisson flows, and their representations by random graphs. Applications for the case $Z = Z_d$, the $d$-dimensional integers, include individual ergodic theorems for certain cases as well as lower bounds for growth rates, and some results about different kinds of criticality when $d = 1$.

Harris: Additive Set-Valued Markov Processes and Graphical Methods
Copyright © 1978 Institute of Mathematical Statistics
T. E. Harris "Additive Set-Valued Markov Processes and Graphical Methods," The Annals of Probability 6(3), 355-378, (June, 1978). https://doi.org/10.1214/aop/1176995523
Published: June, 1978
Vol.6 • No. 3 • June, 1978
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