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# Existence of quasi-stationary measures for asymmetric attractive particle systems on ℤ^𝑑.

## 1 Introduction

We consider the ‘processus des misanthropes’, which includes the asymmetric exclusion process and zero range processes. For concreteness, let us describe here the dynamics of a zero range process. We denote the path of the process by $`\{\eta _t,t0\}`$ with $`\eta _t(i)`$ for $`i^d`$. At site $`i`$ and at time $`t`$, one of the $`\eta _t(i)`$ particles jumps to site $`j`$ at rate $`g(\eta _t(i))p(i,j)`$ where

$$g:[0,\mathrm{})\text{ is nondecreasing, with }g(0)=0,\underset{k}{sup}(g(k+1)g(k))<\mathrm{},$$
(1.1)
and $`p(.,.)`$ is the transition kernel of a transient random walk. Under assumptions that we make precise later, the informal dynamics described above corresponds to a Feller process with stationary product measures $`\{\nu _\rho ,\rho >0\}`$ (see ).

Our motivation stems from statistical physics where such systems model gas of charged particles in equilibrium under an electrical field. An interesting issue is the distribution of the occurrence time of density fluctuations in equilibrium. Thus, let $`\mathrm{\Lambda }`$ be a finite subset of $`^d`$ and consider the event

$$𝒜=\{\eta :\frac{1}{|\mathrm{\Lambda }|}\underset{i\mathrm{\Lambda }}{}\eta (i)>\rho ^{}\}\mathrm{with}\rho ^{}>\rho .$$
(1.2)
Let $`\tau `$ be the first time a trajectory $`\{\eta _t:t0\}`$ enters $`𝒜`$. As in , we consider two complementary issues:

* to estimate the tail of the distribution of $`\tau `$;
* to characterize the law of $`\eta _t`$ at large time, conditioned on $`\{\tau >t\}`$, when the initial configurations are drawn from $`\nu _\rho `$.

We denote by $``$ the generator of our process, by $`\{S_t,t0\}`$ the associated semi-group, and by $`P_\mu `$ the law of the process with initial probability $`\mu `$. For any probability $`\nu `$, we denote by $`T_t(\nu )`$ the law of $`\eta _t`$ conditioned on $`\{\tau >t\}`$, with respect to $`P_\nu `$. Thus, for $`\phi `$ continuous and bounded, $`\phi 𝑑T_t(\nu ):=E_\nu [\phi (\eta _t)|\tau >t]`$.

Now, from a statistical physics point of view, a relevant issue is the existence of a limit for $`T_t(\nu _\rho )`$, the so-called Yaglom limit, say $`\mu _\rho `$. The existence of a Yaglom limit is established by Kesten  for an irreducible positive recurrent random walk on $``$ with bounded jump size and with $`𝒜=\{0\}`$. It is also established in  for the symmetric simple exclusion process in dimension $`d5`$, using strongly the symmetry and establishing uniform $`L^2(\nu _\rho )`$ bounds for $`\{dT_t(\nu _\rho )/d\nu _\rho ,t0\}`$. We refer to the introduction of , for a review of countable Markov chains for which the Yaglom limit is established. This notion was introduced first by Yaglom in 1947 for subcritical branching processes .

We note that the existence of $`\mu _\rho `$ implies trivialy that there is $`\lambda (\rho )[0,\mathrm{}]`$ such that for any $`s>0`$,

$$P_{\mu _\rho }(\tau >s)=\underset{t\mathrm{}}{lim}\frac{P_{\nu _\rho }(\tau >t+s)}{P_{\nu _\rho }(\tau >t)}=\mathrm{exp}(\lambda (\rho )s),$$
(1.3)
and $`\lambda (\rho )`$ is given by

$$\lambda (\rho )=\underset{t\mathrm{}}{lim}\frac{1}{t}\mathrm{log}\left(P_{\nu _\rho }(\tau >t)\right).$$
(1.4)
Thus, right at the outset, one faces three issues.

* When does the ratio (1.3) have a limit? This is linked with a wide area of investigations (see e.g. ).
* Is there a formula for $`\lambda (\rho )`$? One recognizes in $`\lambda (\rho )`$ the logarithm of the spectral radius of $`:L^{\mathrm{}}(\nu _\rho )L^1(\nu _\rho )`$ with Dirichlet conditions on $`𝒜`$. When $``$ is a second order elliptic operator on a bounded domain, and when we work with the sup-norm topology, Donsker and Varadhan  give a variational formula for (1.4).
* When is $`\lambda (\rho )`$ a positive real? In other words, what is the right scaling for large deviations for the occupation time of $`𝒜`$. For symmetric simple exclusion, it is shown in  that $`\lambda (\rho )>0`$ if and only if $`d3`$.

Since $`\{T_t,t0\}`$ is a semi-group, the Yaglom limit, when it exists, is a fixed point of $`T_t`$ for any $`t`$. Thus, a preliminary step is to characterize possible fixed points of $`\{T_t\}`$, which are called quasi-stationary measures. We note that in our context, the Dirac measure on the empty configuration is trivially a quasi-stationary measure with $`\lambda =0`$. Thus, by non-trivial quasi-stationary measure, we mean one corresponding to $`\lambda >0`$. Finally, we note that in dynamical systems, quasi-stationary measures are well studied and named after Pianigiani and Yorke , who prove their existence for expanding $`C^2`$-maps.

Assume that $`\mu `$ is a probability measure with support in $`𝒜^c`$ such that for any $`t0`$, $`T_t(\mu )=\mu `$. By differentiating this equality at $`t=0`$, we obtain for $`\phi `$ in the domain of $``$ with $`\phi |_𝒜=0`$

$$(\phi )𝑑\mu =(1_{𝒜^c})𝑑\mu \phi 𝑑\mu .$$
(1.5)
Moreover, assume that $`\mu `$ is absolutely continuous with respect to a measure $`\nu `$, and that $`f:=d\mu /d\nu L^2(\nu )`$. If $`^{}`$ denotes the adjoint operator in $`L^2(\nu )`$, then $`fD(^{})`$ and $`f`$ is a nonnegative solution of

$$1_{𝒜^c}^{}f+\lambda f=0\mathrm{and}\lambda =(1_{𝒜^c})d\mu .$$

Thus, the problem of quasi-stationary measure for attractive particle systems is a generalization of the problem of finding nonnegative eigenvectors, which gave rise, among others results, to Perron-Frobenius and Birkhoff-Hopf theorems. However, such general results cannot be used in our context, since neither is the space compact nor the operator, and since we lack irreducibility conditions.

Equation (1.5) is the starting point of Ferrari, Kesten, Martínez and Picco , whose work we describe in some details since ours builds upon it. These authors consider an irreducible, positive recurrent random walk, $`\{X_t,t0\}`$ on $``$, with rates of jump $`\{q(i,j),i,j\}`$ and study the first time the origin is occupied, say $`\tau `$, when there is $`\lambda >0`$ and $`i\backslash \{0\}`$ such that $`E_i[\mathrm{exp}(\lambda \tau )]<\mathrm{}`$. Assuming that $`\mu `$ satisfies (1.5), one obtains for any $`\phi `$ with $`\phi (0)=0`$

$$\underset{j0}{}\underset{k0}{}\left(q(j,k)+q(j,0)\mu (k)\right)\left(\phi (k)\phi (j)\right)\mu (j)=0.$$
(1.6)
Thus, $`\mu `$ can be thought of as the invariant measure of a new random walk, say $`\{X_t^\mu ,t0\}`$ on $`\backslash \{0\}`$ with rates $`\{q(j,k)+q(j,0)\mu (k),j,k\backslash \{0\}\}`$. When $`\mu `$ is such that $`E_\mu [\tau ]<\mathrm{}`$, $`X_t^\mu `$ is positive recurrent and has a unique invariant measure $`\nu `$, and this procedure defines a map $`\mu \mathrm{\Phi }(\mu )=\nu `$. Thus, the problem reduces to finding fixed points of $`\mathrm{\Phi }`$. They notice also that $`X_t^\mu `$ can be built from the walk $`X_t`$, by starting it afresh from a random site drawn from $`\mu `$, each time $`X_t`$ hits 0. Then, using this renewal representation, an expression of $`\mathrm{\Phi }(\mu )`$ is obtained (see equation (2.4) of )

$$\mathrm{\Phi }(\mu )=\frac{1}{E_\mu [\tau ]}_0^{\mathrm{}}T_t(\mu )P_\mu (\tau >t)𝑑t.$$
(1.7)
In our case, equation (1.5) cannot be interpreted in terms of $`\mu `$ being the stationary measure of a familiar process. Nevertheless, the Laplace-like transform (1.7) is a well defined map. It was observed in  that as soon as $`E_\mu [\tau ]<\mathrm{}`$, $`\mu `$ is quasi-stationary if and only if $`\mathrm{\Phi }(\mu )=\mu `$.

In , the authors study the sequence of iterates $`\{\mathrm{\Phi }^n(\delta _i)\}`$ for $`i\backslash \{0\}`$. They show that this sequence is tight, and that any limit point belongs to $`_\lambda `$, the subspace of probability measures under which $`\tau `$ is an exponential time of parameter

$$\lambda =\underset{t\mathrm{}}{lim}\frac{1}{t}\mathrm{log}\left(P_{\delta _i}(\tau >t)\right)>0.$$

Then, the facts that $`\mathrm{\Phi }(_\lambda )_\lambda `$ and $`\mathrm{\Phi }`$ is continuous on the compact set $`_\lambda `$, imply that $`\mathrm{\Phi }`$ has a fixed point in $`_\lambda `$.

Though the irreducibility assumption no longer holds for attractive particle systems on $`^d`$, we show that $`\{\mathrm{\Phi }^n(\nu _\rho )\}`$ is tight through the a priori bounds $`\mathrm{\Phi }^n(\nu _\rho )\nu _\rho `$, where $``$ denotes stochastic domination. These bounds permit to prove that as soon as $`\lambda (\rho )>0`$, $`\tau `$ is an exponential time of parameter $`\lambda (\rho )>0`$, under any limit point of the iterates sequence. We establish that $`\lambda (\rho )>0`$ in any dimensions for zero range processes, whereas $`\lambda (\rho )>0`$ is only proved to hold in dimensions larger or equal than 3 for exclusion processes.

Once $`\lambda (\rho )>0`$ holds, we show that any limit point of the Cesaro mean $`(\mathrm{\Phi }(\nu _\rho )+\mathrm{}+\mathrm{\Phi }^n(\nu _\rho ))/n`$ is quasi-stationary. It is useful to have a sequence converging to a quasi-stationary measure. Indeed, through a priori bounds, one gets regularity of the limiting quasi-stationary measure. For instance, for zero range processes, we can show that in dimensions $`d3`$, quasi-stationary measures obtained as Cesaro limits have a density with respect to $`\nu _\rho `$ which is in any $`L^p(\nu _\rho )`$ for $`p1`$. In this way, we establish the existence of a Dirichlet eigenvector, say $`fD(^{})`$ with

$$\eta 𝒜,^{}f(\eta )+\lambda (\rho )f(\eta )=0,\mathrm{and}f|_𝒜=0.$$

This in turn gives estimates for $`P_{\nu _\rho }(\tau >t)`$ improving on (1.4).

Finally, we remark that it could have seemed that a natural way to prove existence of quasi-stationary measures for our particle systems on $`^d`$, would have been to work first with finite dimensions approximations, where we can rely on Perron-Frobenius theory. This strategy fails as is shown on a simple example in section 5.

## 2 Notations and Results.

We consider $`^^d`$ with the product topology. The local events are the elements of the union of all $`\sigma `$-algebras $`\sigma \{\eta (i),i\mathrm{\Lambda }\}`$ over $`\mathrm{\Lambda }`$ finite subset of $`^d`$. We start by recalling the definition of the “processus des misanthropes”. The rates $`\{p(i,j),i,j^d\}`$ satisfy

$`(i)`$ $`p(i,j)0,{\displaystyle \underset{i^d}{}}p(0,i)=1.`$ (2.1)
$`(ii)`$ $`p(i,j)=p(0,ji)\text{(translation invariance)}.`$ (2.1)
$`(iii)`$ $`p(i,j)=0\text{ if }|ij|>R\text{ for some fixed }R\text{(finite range)}.`$ (2.1)
$`(iv)`$ $`\mathrm{If}p_s(i,j)=p(i,j)+p(j,i),\text{ then}i^d,n,p_s^{(n)}(0,i)>0\text{(irreducibility)}.`$ (2.1)
$`(v)`$ $`{\displaystyle \underset{i^d}{}}ip(0,i)0\text{(drift)}.`$ (2.1)
Let $`b:\times [0,\mathrm{})`$ be a function with

$`(i)`$ $`b(0,.)0`$ (2.2)
$`(ii)`$ $`nb(n,m)\text{ is nondecreasing for each }m`$ (2.2)
$`(iii)`$ $`mb(n,m)\text{ is nonincreasing for each }n`$ (2.2)
$`(iv)`$ $`b(n,m)b(m,n)=b(n,0)b(m,0),n,m1`$ (2.2)
$`(v)`$ $`\mathrm{\Delta }:=\underset{n}{sup}\left(b(n+1,0)b(n,0)\right)<\mathrm{}.`$ (2.2)
As in , a Feller process can be constructed on

$$\mathrm{\Omega }=\{\eta :\underset{i^d}{}e^{a|i|}\eta (i)<\mathrm{},\text{ for some }a>0\},$$

with generator acting on a core of local functions as

$$\phi (\eta ):=\underset{i,j^d}{}p(i,j)b(\eta (i),\eta (j))\left(\phi (\eta _j^i)\phi (\eta )\right),$$
(2.3)
where $`\eta _j^i(k)=\eta (k)`$ if $`k\{i,j\}`$, $`\eta _j^i(i)=\eta (i)1`$, and $`\eta _j^i(j)=\eta (j)+1`$.

Let $`g:[0,\mathrm{})`$ satisfy (1.1), and $`g(1)=1`$. For any $`\gamma [0,sup_kg(k)[`$, we define a probability $`\theta _\gamma `$ on $``$, by

$$\theta _\gamma (0)=1/Z(\gamma ),\text{ and when }n0,\theta _\gamma (n)=\frac{1}{Z(\gamma )}\frac{\gamma ^n}{g(1)\mathrm{}g(n)},$$
(2.4)
where $`Z(\gamma )`$ is the normalizing factor. If we set $`\mathrm{{\rm Y}}(\gamma )=_{n=1}^{\mathrm{}}n\theta _\gamma (n)`$, then $`\mathrm{{\rm Y}}:[0,sup_kg(k)[[0,\mathrm{}[`$ is increasing. Let $`\gamma :[0,sup_\gamma \mathrm{{\rm Y}}(\gamma ))[0,sup_kg(k))`$ be the inverse of $`\mathrm{{\rm Y}}`$, and let $`\nu _\rho `$ be the product probability with marginal law $`\theta _{\gamma (\rho )}`$. Thus, we have

$$i^d,\eta (i)𝑑\nu _\rho =\rho ,\mathrm{and}g(\eta (i))𝑑\nu _\rho =\gamma (\rho ).$$
(2.5)
For a function $`b`$ satisfying (2.2), we assume there is $`g`$ as above, with $`b(n,m1)g(m)=b(m,n1)g(n)`$, which together with (2.2 (iv)) and (2.1 (i)), imply that $`\{\nu _\rho ,\rho [0,sup_\gamma \mathrm{{\rm Y}}(\gamma ))\}`$ are invariant with respect to $``$.

Now, if we choose $`b(n,m)=g(n)`$, we obtain the zero range process. We describe a way of realizing this process, in case like ours, where the labelling of particles is innocuous. We start with an initial configuration $`\eta \mathrm{\Omega }`$. We label arbitrarily particles on each site $`i`$ from 1 to $`\eta (i)`$. We associate to each particle a path $`\{S_n,n\}`$, paths being drawn independently from those of a random walk with rates $`\{p(i,j)\}`$. Then, a particle labelled $`k`$ at site $`i`$ jumps with rate $`g(k)g(k1)`$. If it jumps on site $`j`$ it gets the last label. Also, the remaining particles at site $`i`$ are relabelled from 1 to $`\eta (i)1`$. Now, as $`\mathrm{\Delta }:=sup_{k>1}\left(g(k)g(k1)\right)<\mathrm{}`$, we can dominate the Poisson clocks with independent Poisson clocks of intensity $`\mathrm{\Delta }`$, so that each particle is coupled with a random walk wandering faster on the same path.

If we restrict the process to $`\{0,1\}^^d`$, and choose $`b(n,m)=1`$ if $`n=1,m=0`$ and $`b(n,m)=0`$ otherwise, we obtain the exclusion process. The measure $`\nu _\rho `$ is then a product Bernoulli measure.

The semi-group $`\{S_t\}`$ generated by $``$ extends to a Markov semi-group on $`L^2(\nu _\rho )`$, and its generator is the closure of $``$ to $`L^2(\nu _\rho )`$ (see the proof of Prop. 4.1 of ). We can consider also the adjoint (or time-reversed) of $``$ in $`L^2(\nu _\rho )`$, as acting on local functions $`\phi `$ and $`\psi `$ by

$$^{}(\phi )\psi 𝑑\nu _\rho :=\phi (\psi )𝑑\nu _\rho .$$
(2.6)
With our hypothesis, $`^{}`$ is again the generator of a “processus des misanthropes” on $`\mathrm{\Omega }`$, with the same functions $`b`$ and $`g`$, but with $`p^{}(i,j):=p(j,i)`$ (see e.g. ). We denote by $`\{S_t^{}\}`$ the associated semi-group, and by $`P_\eta ^{}`$ the associated Feller process with initial configuration $`\eta \mathrm{\Omega }`$.

For convenience, we fix an integer $`k`$ and $`\mathrm{\Lambda }`$ a finite subset of $`^d`$, and set $`𝒜:=\{\eta :_{i\mathrm{\Lambda }}\eta (i)>k\}`$. Needless to emphasize that we will always consider a density $`\rho `$ such that $`\nu _\rho (𝒜^c)>0`$. We denote by $`\overline{}:=1_{𝒜^c}`$ and $`\{\overline{S}_t,t0\}`$, respectively the generator and associated semi-group for the process killed on $`𝒜`$. A core of $`\overline{}`$ consists of local functions vanishing on $`𝒜`$.

For $`\eta ,\xi \mathrm{\Omega }`$, we say that $`\eta \xi `$ if $`\eta (i)\xi (i)`$ for all $`i^d`$. Monotonicity of functions from $`\mathrm{\Omega }`$ to $``$ is meant with this partial order; in particular, we say that $`A\mathrm{\Omega }`$ is increasing if $`1_A`$ is increasing. Finally, for given probability measures $`\nu ,\mu `$ on $`\mathrm{\Omega }`$, we say that $`\nu \mu `$ if $`f𝑑\nu f𝑑\mu `$ for every increasing function $`f`$. We recall that the “processus des misanthropes” is an attractive process, i.e. there is a coupling such that $`P_{\eta ,\zeta }(\eta _t\zeta _t,t)=1`$ whenever $`\eta \zeta `$.

Since $`𝒜`$ is an increasing local event, attractiveness implies that for any $`t0`$, both $`P_\eta (\tau >t)`$ and $`P_\eta ^{}(\tau >t)`$ are decreasing in $`\eta `$. As our product measure satisfies FKG’s inequality, we have

$$P_{\nu _\rho }(\tau >t+s)=\overline{S}_{t+s}(1_{𝒜^c})𝑑\nu _\rho =\overline{S}_t(1_{𝒜^c})\overline{S}_s^{}(1_{𝒜^c})𝑑\nu _\rho P_{\nu _\rho }(\tau >t)P_{\nu _\rho }(\tau >s).$$
(2.7)
Also it is easy to see that $`\nu _\rho (𝒜^c)>0`$ implies that for any $`t0`$, $`P_{\nu _\rho }(\tau >t)>0`$ (this is true for short time by continuity, and one then uses (2.7) to extend it to any time). Thus, (2.7) and $`P_{\nu _\rho }(\tau >t)>0`$ justify the existence of the limit $`\lambda (\rho )<\mathrm{}`$ in (1.4).

A key, though elementary, observation of  is as follows.

###### Lemma 2.1

Let $`\mu `$ be such that $`E_\mu [\tau ]<\mathrm{}`$. Then, $`\mu `$ is quasi-stationary if and only if $`\mathrm{\Phi }(\mu )=\mu `$.

Indeed, if $`\mu `$ is quasi-stationary, then it is obvious that $`\mathrm{\Phi }(\mu )=\mu `$. Conversely, for any $`\phi 𝒞_b`$

$$\overline{S}_s(\phi )𝑑\mu =\frac{1}{E_\mu [\tau ]}_0^{\mathrm{}}\overline{S}_t(\overline{S}_s(\phi ))𝑑\mu 𝑑t=\frac{1}{E_\mu [\tau ]}_s^{\mathrm{}}\overline{S}_t(\phi )𝑑\mu 𝑑t,$$

which implies that

$$\overline{S}_s(\phi )𝑑\mu =\mathrm{exp}(\frac{s}{E_\mu [\tau ]})\phi 𝑑\mu .$$

Now, a key a priori bound relies on the notion of stochastic domination.

###### Lemma 2.2

If $`\mathrm{\Phi }^n`$ denotes the $`n`$-th iterate of $`\mathrm{\Phi }`$, then $`\mathrm{\Phi }^n(\nu _\rho )\nu _\rho `$. Also, $`\{\mathrm{\Phi }^n(\nu _\rho )\}`$ is tight.

This allows us to prove a result analogous to Lemma 3.2 of .

###### Lemma 2.3

If $`\lambda (\rho )]0,\mathrm{}[`$, then for any integer $`k1`$

$$\underset{n\mathrm{}}{lim}\tau ^k𝑑\mathrm{\Phi }^n(\nu _\rho )=\frac{k!}{\lambda (\rho )^k}.$$

Moreover, for any $`s0`$

$$\underset{n\mathrm{}}{lim}P_{\mathrm{\Phi }^n(\nu _\rho )}(\tau >s)=\mathrm{exp}(\lambda (\rho )s).$$
(2.8)
If we set $`\overline{\nu }_n:=\frac{1}{n}(\mathrm{\Phi }(\nu _\rho )+\mathrm{}+\mathrm{\Phi }^n(\nu _\rho ))`$, then our existence result reads.

###### Theorem 2.4

Assume that $`\lambda (\rho )>0`$. Then, any limit point along a subsequence of $`\{\overline{\nu }_n,n\}`$ is a quasi-stationary measure corresponding to $`\lambda (\rho )`$.

We prove Lemmas 2.2, 2.3 and Theorem 2.4 in section 3. We give now conditions under which $`\lambda (\rho )>0`$. Note that in the symmetric case,  established the following stronger result using spectral representation.

$$\underset{u\mathrm{}}{lim}\frac{P_{\nu _\rho }(\tau >u+s)}{P_{\nu _\rho }(\tau >u)}=e^{\lambda _s(\rho )s}\mathrm{with}\lambda _s(\rho )=inf\{\frac{ff𝑑\nu _\rho }{f^2𝑑\nu _\rho }:fD(),f|_𝒜=0\}.$$
(2.9)
It was established in  that for the symmetric exclusion process $`\lambda _s(\rho )>0`$ for $`d3`$, and that $`\lambda _s(\rho )=0`$ for $`d=1`$ and $`d=2`$. Using the classical bound $`\lambda (\rho )\lambda _s(\rho )`$ (see e.g.  Lemma 4.1), we have

###### Lemma 2.5

For the exclusion process in $`d3`$, $`\lambda (\rho )`$ given by (1.4) is positive.

For zero range processes, we prove in section 4 the following results.

###### Lemma 2.6

For zero range processes in any dimensions, $`\lambda (\rho )>0`$.

Moreover, we have the following regularity result.

###### Proposition 2.7

For zero range processes in $`d3`$, any limit points along a subsequence of $`\{\overline{\nu }_n\}`$, say $`\mu _\rho `$, is absolutely continuous with respect to $`\nu _\rho `$ and $`f:=d\mu _\rho /d\nu _\rho L^p(\nu _\rho )`$ for any $`p1`$. Thus, $`f`$ is in the domain of $`\overline{}^{}`$ and

$$\overline{}^{}f+\lambda (\rho )f=0,\mathrm{a}.\mathrm{s}.\nu _\rho .$$
(2.10)
As a consequence of the existence of an eigenvector of (2.10) in $`L^p(\nu _\rho )`$ for $`p1`$, we have estimates for the hitting time.

###### Corollary 2.8

For zero range processes in $`d3`$, let $`f`$ be a solution of (2.10) and $`g`$ a solution of the adjoint eigenvector equation. Then, $`fg𝑑\nu _\rho `$ is finite and positive, and for any time $`t`$

$$\mathrm{exp}(H(\stackrel{~}{\nu }_\rho ,\nu _\rho ))\frac{P_{\nu _\rho }(\tau >t)}{\mathrm{exp}(\lambda (\rho )t)}1,$$
(2.11)
with

$$d\stackrel{~}{\nu }_\rho =\frac{fgd\nu _\rho }{fg𝑑\nu _\rho },\text{and}H(\stackrel{~}{\nu }_\rho ,\nu _\rho )=\mathrm{log}(\frac{d\stackrel{~}{\nu }_\rho }{d\nu _\rho })𝑑\stackrel{~}{\nu }_\rho <\mathrm{}.$$

Finally, in section 5 we see, on the totally asymmetric simple exclusion process, why the finite dimensional approximation of our problem yields ‘wrong’ results.

## 3 Existence.

We begin with some useful expressions for the iterates $`\nu _n:=\mathrm{\Phi }^n(\nu _\rho )`$. If $`\lambda (\rho )>0`$, then $`n`$, $`_0^{\mathrm{}}u^nP_{\nu _\rho }(\tau >u)𝑑u`$ is finite, and it follows easily by induction that

$$\phi 𝑑\nu _n=\frac{\int \cdots \int _0^{\mathrm{}}\overline{S}_{t_1+\mathrm{}+t_n}(\phi )𝑑\nu _\rho _{i=1}^ndt_i}{\int \cdots \int _0^{\mathrm{}}\overline{S}_{t_1+\mathrm{}+t_n}(1_{𝒜^c})\nu _\rho _{i=1}^ndt_i}=\frac{_0^{\mathrm{}}u^{n1}\overline{S}_u(\phi )𝑑\nu _\rho 𝑑u}{_0^{\mathrm{}}u^{n1}\overline{S}_u(1_{𝒜^c})𝑑\nu _\rho 𝑑u}.$$
(3.1)
Applying this expression to $`\phi =\overline{S}_t(1_{𝒜^c})`$ yields

$$P_{\nu _n}(\tau >t)=\frac{_0^{\mathrm{}}u^{n1}P_{\nu _\rho }(\tau >t+u)𝑑u}{_0^{\mathrm{}}u^{n1}P_{\nu _\rho }(\tau >u)𝑑u}.$$

Integrating over $`t`$, we obtain

$$E_{\nu _n}[\tau ]=\frac{1}{n}\frac{_0^{\mathrm{}}u^nP_{\nu _\rho }(\tau >u)𝑑u}{_0^{\mathrm{}}u^{n1}P_{\nu _\rho }(\tau >u)𝑑u}=\frac{E_{\nu _\rho }[\tau ^{n+1}]}{(n+1)E_{\nu _\rho }[\tau ^n]}.$$
(3.2)
Proof of Lemma 2.2. Let $`\phi `$ be a nondecreasing bounded function, then

$$\overline{S}_u\phi 𝑑\nu _\rho =E_\eta [\phi (\eta _u)1_{\{\tau >u\}}]𝑑\nu _\rho =\phi (\eta )\overline{S}_u^{}(1_{𝒜^c})(\eta )𝑑\nu _\rho $$

Now, we note that $`\eta \overline{S}_u^{}1_{𝒜^c}(\eta )`$ is nonincreasing. By FKG’s inequality, we thus have

$$\overline{S}_u\phi 𝑑\nu _\rho \phi 𝑑\nu _\rho \overline{S}_u(1_{𝒜^c})𝑑\nu _\rho .$$

This implies by (3.1) that $`\phi 𝑑\nu _n\phi 𝑑\nu _\rho `$. Consider now compact subsets of $`^^d`$ of the type $`K_{(k_i)}=\{\eta :i^d,\eta _ik_i\}`$. Since these compacts are decreasing, we have $`inf_n\nu _n(K_{(k_i)})\nu _\rho (K_{(k_i)})`$. Moreover, for all $`ϵ>0`$, a good choice of the sequence $`(k_i)`$ ensures that $`\nu _\rho (K_{(k_i)})1ϵ`$, and tightness follows.

Proof of Lemma 2.3. The argument follows closely  (proofs of Lemma 3.2, Proposition 3.3 and Theorem 4.1), the main difference being that we replace irreducibility by stochastic domination. If $`\nu _n=\mathrm{\Phi }^n(\nu _\rho )`$, then we show in three steps that $`limE_{\nu _n}[\tau ]=1/\lambda (\rho )`$.

Step 1: We first prove that

$$\underset{¯}{lim}E_{\nu _n}[\tau ]=1/\lambda (\rho )\mathrm{and}P_{\nu _\rho }(\tau >t)\mathrm{exp}(\lambda (\rho )t).$$
(3.3)
As in Proposition 3.3 of , if

$$\frac{1}{\lambda _{\mathrm{}}}=\underset{¯}{lim}E_{\nu _n}[\tau ],\mathrm{then}\lambda _{\mathrm{}}\lambda (\rho ),$$

and there is a subsequence $`\{n_k\}`$ such that

$$t>0,\underset{k\mathrm{}}{lim}P_{\nu _{n_k}}(\tau >t)=\mathrm{exp}(\lambda _{\mathrm{}}t).$$

The inequality $`\lambda _{\mathrm{}}\lambda (\rho )`$ follows after observing that as $`\eta P_\eta (\tau >t)`$ is decreasing, and as $`\nu _n\nu _\rho `$, we have $`P_{\nu _{n_k}}(\tau >t)P_{\nu _\rho }(\tau >t)`$. Thus,

$$\mathrm{exp}(\lambda _{\mathrm{}}t)=\underset{k\mathrm{}}{lim}P_{\nu _{n_k}}(\tau >t)P_{\nu _\rho }(\tau >t).$$
(3.4)
This establishes that $`\lambda _{\mathrm{}}=\lambda (\rho )`$ and (3.3).

Step 2: We show that

$$\underset{n\mathrm{}}{lim}\left(\frac{E_{\nu _\rho }[\tau ^n]}{n!}\right)^{1/n}=\frac{1}{\lambda (\rho )}.$$
(3.5)
First, by step 1,

$$E_{\nu _\rho }[\tau ^n]=_0^{\mathrm{}}nu^{n1}P_{\nu _\rho }(\tau >u)𝑑u_0^{\mathrm{}}nu^{n1}\mathrm{exp}(\lambda (\rho )u)𝑑u=\frac{n!}{\lambda (\rho )^n}.$$
(3.6)
If we set $`v_n=E_{\nu _\rho }[\tau ^n]/n!`$, we have then $`limsupv_n^{1/n}1/\lambda (\rho )`$. Now, by (3.2), $`E_{\nu _n}[\tau ]=v_{n+1}/v_n`$. Since $`\underset{¯}{lim}E_{\nu _n}[\tau ]=\frac{1}{\lambda (\rho )}`$, it follows that

$$ϵ]0,1/\lambda (\rho )[,n_0,nn_0,v_nv_{n_0}(\frac{1}{\lambda (\rho )}ϵ)^{nn_0}.$$
(3.7)
Thus, for any $`ϵ>0`$, $`\underset{¯}{lim}v_n^{1/n}1/\lambda (\rho )ϵ`$, and this concludes step 2.

Step 3: We show that $`\overline{lim}E_{\nu _n}[\tau ]1/\lambda (\rho )`$ by following the proof of Theorem 4.1 of . We omit the argument here.

Finally, as in , it is now easy to conclude that for any integer $`k1`$ and $`s>0`$

$$E_{\nu _n}[\tau ^k]=k!\underset{j=1}{\overset{k}{}}E_{\nu _{n+j+1}}[\tau ]\frac{k!}{\lambda (\rho )^k},\mathrm{and}P_{\nu _n}(\tau >s)e^{\lambda (\rho )s}.$$

Proof of Theorem 2.4. For any integer $`n`$, set $`\overline{\nu }_n=(\mathrm{\Phi }(\nu _\rho )+\mathrm{}+\mathrm{\Phi }^n(\nu _\rho ))/n`$. Note that from Lemma 2.2 and Lemma 2.3, we have that

$$\overline{\nu }_n\nu _\rho ,E_{\overline{\nu }_n}[\tau ^k]\begin{array}{c}\\ n\mathrm{}\end{array}\frac{k!}{\lambda (\rho )^k},\mathrm{and}P_{\overline{\nu }_n}(\tau >t)\begin{array}{c}\\ n\mathrm{}\end{array}\mathrm{exp}(\lambda (\rho )t).$$
(3.8)
Thus, $`\{\overline{\nu }_n\}`$ is tight and let $`\mu `$ be a limit point along subsequence $`\{\overline{\nu }_{n_k}\}`$. As $`𝒜^c`$ is local and $`\overline{S}_t`$ is Feller, (3.8) implies that

$$P_\mu (\tau >t)=\underset{k\mathrm{}}{lim}P_{\overline{\nu }_{n_k}}(\tau >t)=e^{\lambda (\rho )t}.$$
(3.9)
We now check that $`\mathrm{\Phi }(\mu )=\mu `$, or in other words, that for $`\phi `$ continuous and bounded

$$\lambda (\rho )_0^{\mathrm{}}\overline{S}_t\phi 𝑑\mu 𝑑t=\phi 𝑑\mu .$$
(3.10)
Now, for all $`t0`$, the integrable bound

$$|\overline{S}_t\phi 𝑑\overline{\nu }_{n_k}||\phi |_{\mathrm{}}P_{\overline{\nu }_{n_k}}(\tau >t)|\phi |_{\mathrm{}}\left(1\frac{sup_nE_{\overline{\nu }_n}[\tau ^2]}{t^2}\right),$$

and $`lim_k\overline{S}_t\phi 𝑑\overline{\nu }_{n_k}=\overline{S}_t\phi 𝑑\mu `$ imply, by dominated convergence, that

$$\underset{k}{lim}_0^{\mathrm{}}\left(\overline{S}_t\phi 𝑑\overline{\nu }_{n_k}\right)𝑑t=_0^{\mathrm{}}\left(\overline{S}_t\phi 𝑑\mu \right)𝑑t.$$
(3.11)
However, by definition of the iterates

$$\phi 𝑑\nu _{k+1}=\frac{_0^{\mathrm{}}\overline{S}_t(\phi )𝑑t𝑑\nu _k}{E_{\nu _k}[\tau ]}.$$

Thus,

$$_0^{\mathrm{}}\overline{S}_t\phi 𝑑t𝑑\overline{\nu }_{n_k}=\frac{1}{n_k}\underset{i=1}{\overset{n_k}{}}E_{\nu _i}[\tau ]\phi 𝑑\nu _{i+1}\frac{1}{\lambda (\rho )}\phi 𝑑\mu .$$
(3.12)
The result follows by (3.11) and (3.12).

## 4 Positivity of $`\lambda (\rho )`$ and regularity.

Let $`\mathrm{}_i:\mathrm{\Omega }\mathrm{\Omega }`$ with $`\mathrm{}_i\eta (k)=\eta (k)+\delta _{i,k}`$. For any continuous and bounded function $`\phi `$, we have

$$g(\eta _i)\phi 𝑑\nu _\rho =\gamma (\rho )\mathrm{}_i(\phi )𝑑\nu _\rho .$$
(4.1)
Note also that as $`k\mathrm{\Delta }g(k)`$, we have

$$\eta _i\phi 𝑑\nu _\rho \frac{\gamma (\rho )}{\mathrm{\Delta }}\mathrm{}_i(\phi )𝑑\nu _\rho .$$
(4.2)
Proof of Lemma 2.6. We prove that $`P_{\nu _\rho }(\tau >t)\mathrm{exp}(\lambda t)`$ for $`\lambda >0`$, by showing that

$$\frac{dP_{\nu _\rho }(\tau >t)}{dt}=\overline{S}_t(\overline{}1_{𝒜^c})𝑑\nu _\rho \lambda \overline{S}_t(1_{𝒜^c})𝑑\nu _\rho .$$
(4.3)
Now,

$$\overline{}1_{𝒜^c}(\eta )=\underset{i\mathrm{\Lambda }}{}\underset{j\mathrm{\Lambda }}{}p(i,j)g(\eta _i)1_{\{\eta 𝒜,\eta _j^i𝒜\}}.$$
(4.4)
We set $`𝒜:=\{\eta :_\mathrm{\Lambda }\eta (i)=k\}`$ and note that since $`g(0)=0`$, for any $`i\mathrm{\Lambda }`$ and any $`j\mathrm{\Lambda }`$, $`g(\eta _i)1_𝒜=g(\eta _i)1_{\{\eta 𝒜,\eta _j^i𝒜\}}`$. Hence,

$$\begin{array}{cc}\overline{S}_t(\overline{}1_{𝒜^c})𝑑\nu _\rho \hfill & =\overline{}1_{𝒜^c}P_\eta ^{}(\tau >t)𝑑\nu _\rho =_{i\mathrm{\Lambda },j\mathrm{\Lambda }}p(i,j)_𝒜g(\eta _i)P_\eta ^{}(\tau >t)𝑑\nu _\rho \hfill \\ & =\gamma (\rho )_{i\mathrm{\Lambda },j\mathrm{\Lambda }}p(i,j)_𝒜P_{\mathrm{}_i\eta }^{}(\tau >t)𝑑\nu _\rho ,\hfill \end{array}$$

where we have used (4.1) and the fact that $`𝒜`$ is independent of $`\eta _i`$ for $`i\mathrm{\Lambda }`$.

Since $`\{(i,j)\mathrm{\Lambda }^c\times \mathrm{\Lambda },\text{s.t. }p(i,j)>0\}`$ is finite, we have now to prove that $`i\mathrm{\Lambda }`$, $`\lambda _i>0`$ such that

$$_𝒜P_{\mathrm{}_i\eta }^{}(\tau >t)𝑑\nu _\rho \lambda _iP_\eta ^{}(\tau >t)𝑑\nu _\rho .$$

This will be done in three steps.

Step 1: We show that for $`i\mathrm{\Lambda }`$, there is $`ϵ_i>0`$ such that

$$P_{\mathrm{}_i\eta }^{}(\tau >t)ϵ_iP_\eta ^{}(\tau >t).$$
(4.5)
We need to couple two trajectories, say $`\{\eta _t,\zeta _t\}`$ differing by a particle at $`i`$ at time 0, i.e. $`\zeta _0=\mathrm{}_i\eta _0`$. We describe a basic coupling. We tag the additional particle at $`i`$, and call its trajectory $`\{X(i,t),t>0\}`$. It follows the path $`\{S_n,n\}`$ of a random walk with rates $`p(.,.)`$, and jumps at the time-marks of an $`\eta `$-dependent Poisson clock: at time $`t`$, its intensity is $`g(\eta _t(X(i,t))+1)g(\eta _t(X(i,t)))`$. With this labelling, the motion of the additional particle does not perturb the $`\eta `$-particles. Thus, we call the additional particle a $`2^{nd}`$-class particle. As $`\mathrm{\Delta }:=sup(g(k+1)g(k))<\mathrm{}`$, we can couple $`\{X(i,t),t>0\}`$, with $`\{\stackrel{~}{X}(i,t),t>0\}`$ which follows the same path $`\{S_n,n\}`$, but with a Poisson clock of intensity $`\mathrm{\Delta }`$ which dominates the clock of $`\{X(i,t),t>0\}`$. Thus,

$$S(\mathrm{\Lambda }^c)=inf\{t:X(i,t)\mathrm{\Lambda }\}\stackrel{~}{S}(\mathrm{\Lambda }^c)=inf\{t:\stackrel{~}{X}(i,t)\mathrm{\Lambda }\}.$$
(4.6)
and under our coupling, we have that $`\{S(\mathrm{\Lambda }^c)<\mathrm{}\}\{\stackrel{~}{S}(\mathrm{\Lambda }^c)<\mathrm{}\}\{S_n\mathrm{\Lambda },n\}`$. Therefore,

$$\begin{array}{cc}0P_\eta ^{}(\tau >t)P_{\mathrm{}_i\eta }^{}(\tau >t)\hfill & P_\eta ^{}(\tau (\eta _.)>t,\tau (\zeta _.)t)\hfill \\ & P_\eta ^{}(\tau (\eta _.)>t,S(\mathrm{\Lambda }^c)<\mathrm{})\hfill \\ & P_\eta ^{}(\tau (\eta _.)>t,\stackrel{~}{S}(\mathrm{\Lambda }^c)<\mathrm{})\hfill \\ & _i(S_n\mathrm{\Lambda },n)P_\eta ^{}(\tau >t).\hfill \end{array}$$
(4.7)
Now, as the walk is transient, $`ϵ_i:=_i(S_n\mathrm{\Lambda },n)>0`$, so that (4.5) holds.

Step 2: It remains now to show that $`_𝒜P_\eta ^{}(\tau >t)𝑑\nu _\rho \lambda P_\eta ^{}(\tau >t)𝑑\nu _\rho `$ for some $`\lambda >0`$. This would be easily done by FKG inequality, if $`𝒜`$ was a decreasing event, which is not the case. However, $`𝒜_0:=\{\eta :_{i\mathrm{\Lambda }}\eta (i)=0\}`$ is a decreasing event, and the idea is to compare $`_𝒜P_\eta ^{}(\tau >t)𝑑\nu _\rho `$ with $`_{𝒜_0}P_\eta ^{}(\tau >t)𝑑\nu _\rho `$. To this end, we are going to compare $`P_\eta ^{}(\tau >t)`$ for $`\eta 𝒜`$, with $`P_{\mathrm{}_j^1\eta }^{}(\tau >t)`$ for $`j\mathrm{\Lambda }`$, so that we consider now the case where the $`2^{nd}`$-class particle is initially in $`j\mathrm{\Lambda }`$. We will ensure that, uniformly in $`\eta 𝒜`$, there is a positive probability that the $`2^{nd}`$-class particle escapes $`\mathrm{\Lambda }`$ within a small time $`\delta >0`$. If the $`2^{nd}`$-class particle finds itself on a site with $`k`$ particles, it jumps with rate $`\mathrm{\Delta }_k:=g(k+1)g(k)`$. We have $`\mathrm{\Delta }_1>0`$, but could very well have $`\mathrm{\Delta }_k=0`$ for $`k>1`$. Thus, the $`2^{nd}`$-class particle can move for sure only when on an empty site. As in Step 1, we have a coupling $`(\eta _.,\zeta _.)`$, where $`\zeta _0=\mathrm{}_j\eta _0`$. For convenience, we use the notation $`P_{\eta ,j}`$ instead of $`P_\zeta `$.

Thus, we impose on the $`\eta `$-particles starting on $`\mathrm{\Lambda }`$ the following constraints:

* they do not escape from $`\mathrm{\Lambda }`$ during $`[0,\delta ]`$;
* they empty one ‘path’ joining $`j`$ with $`\mathrm{\Lambda }`$ during $`[0,\delta /3]`$ while freezing the $`2^{nd}`$-class particle;
* we freeze their motion during $`[\delta /3,2\delta /3]`$ while forcing the $`2^{nd}`$-class particle to escape $`\mathrm{\Lambda }`$;
* we force the $`\eta `$\- particles to go back to their initial configuration during $`]2\delta /3,\delta ]`$.

More precisely, we let $`\mathrm{\Gamma }:=\{j_1,\mathrm{},j_n\}`$ be a shortest path linking $`j`$ to $`\mathrm{\Lambda }^c`$, that is

$$j_1=j,j_2,\mathrm{},j_{n1}\mathrm{\Lambda },\text{ and }j_n\mathrm{\Lambda },\text{and }p(j_k,j_{k+1})>0\text{ for }k<n.$$

We note $`i_j:=j_n`$ the extremity of $`\mathrm{\Gamma }`$, and for a subset $`A`$ of $`^d`$, we call $`\sigma (A)`$ the first time that an $`\eta `$-particle initially in $`A`$ exits $`A`$. Also, let

$$D_\mathrm{\Lambda }:=\{\eta :\eta (j_k)=0\text{ for }k=1,\mathrm{},n1\}𝒜.$$

Now, we say that $`(\eta _.,X(j,.))_{j,i_j}[0,\delta ]`$ if

* $`\sigma (\mathrm{\Lambda })(\eta _.)>\delta `$;
* on $`[0,\delta /3]X(j,.)=j`$ and $`\eta _{\delta /3}D_\mathrm{\Lambda }`$;
* on $`[\delta /3,2\delta /3]`$, $`\eta _.|_\mathrm{\Lambda }=\eta _{\delta /3}|_\mathrm{\Lambda }`$, $`X(j,.)`$ reaches $`i_j`$ before $`2\delta /3`$ along $`\mathrm{\Gamma }`$, and stays still;
* on $`[2\delta /3,\delta ]X(j,.)=i_j`$, and $`\eta _.|_\mathrm{\Lambda }=\eta _{\delta t}|_\mathrm{\Lambda }`$.

We call $`\stackrel{~}{}_{i_j,j}[0,\delta ]`$ the time reversed event

$$\{(\eta _.,X(i,.))\stackrel{~}{}_{i_j,j}[0,\delta ]\}:=\{(\eta _{\delta .},X(j,\delta .))_{j,i_j}[0,\delta ]\}.$$

It is plain that

$$\lambda _1:=\underset{\eta :_{i\mathrm{\Lambda }}\eta (i)k}{inf}\underset{j\mathrm{\Lambda }}{inf}P_{\eta ,j}^{}(_{j,i_j}[0,\delta ])>0.$$
(4.8)
We prove in this step that there is $`\lambda _2>0`$ such that for $`\eta `$ such that $`_{i\mathrm{\Lambda }}\eta (i)k1`$,

$$P_{\mathrm{}_j\eta }^{}(\tau >t)=P_{\eta ,j}^{}(\tau (\zeta _.)>t)\lambda _2P_{\eta ,j}^{}(\tau (\eta _.)>t,\sigma (\mathrm{\Lambda }^c)>\delta ,_{j,i_j}[0,\delta ]).$$
(4.9)
¿From the instant $`\delta `$, we couple through our basic coupling, the $`2^{nd}`$-class particle with a random walk whose Poisson clock has intensity $`\mathrm{\Delta }`$, so that

$$\{\stackrel{~}{S}(\mathrm{\Lambda }^c)\theta _\delta =\mathrm{}\}\{S(\mathrm{\Lambda }^c)\theta _\delta =\mathrm{}\}.$$
(4.10)
Note that if particles from outside $`\mathrm{\Lambda }`$, do not enter $`\mathrm{\Lambda }`$ during time $`[0,\delta ]`$, if the $`2^{nd}`$-class particle exits $`\mathrm{\Lambda }`$ before $`\delta `$, not to ever enter again, and if $`\{\tau (\eta _.)>t\}`$, then $`\{\tau (\zeta _.)>t\}`$. In other words,

$$\{\tau (\eta _.)>t\}\{\sigma (\mathrm{\Lambda }^c)>\delta \}_{j,i_j}[0,\delta ]\{S(\mathrm{\Lambda }^c)\theta _\delta =\mathrm{}\}\{\tau (\zeta _.)>t\}.$$
(4.11)
Thus, by conditioning on $`\sigma \{\zeta _s,s\delta \}`$

$`P_{\eta ,j}^{}(\tau (\zeta _.)>t)`$ $`P_{\eta ,j}^{}(\tau (\eta _.)>t,\sigma (\mathrm{\Lambda }^c)>\delta ,_{j,i_j}[0,\delta ],S(\mathrm{\Lambda }^c)\theta _\delta =\mathrm{})`$
$``$ $`P_{\eta ,j}^{}(\tau \theta _\delta (\eta _.)>t,\sigma (\mathrm{\Lambda }^c)>\delta ,_{j,i_j}[0,\delta ],\stackrel{~}{S}(\mathrm{\Lambda }^c)\theta _\delta =\mathrm{})`$
$``$ $`E_{\eta ,j}^{}[1_{\{\sigma (\mathrm{\Lambda }^c)>\delta ,_{j,i_j}[0,\delta ]\}}P_{\eta _\delta ,i_j}^{}(\tau (\eta _.)>t\delta ,\stackrel{~}{S}(\mathrm{\Lambda }^c)=\mathrm{})]`$
$``$ $`_{i_j}(S_n\mathrm{\Lambda },n)P_{\eta ,j}^{}(\tau (\eta _.)>t,\sigma (\mathrm{\Lambda }^c)>\delta ,_{j,i_j}[0,\delta ]).`$
This is (4.9), once we recall that $`\{S_n\}`$ is transient, and that $`\{i_j;j\mathrm{\Lambda }\}`$ is finite.

Step 3: We prove the result inductively. We fix one configuration in $`𝒜`$: let $`\{k_j,j\mathrm{\Lambda }\}`$, be integers such that

$$\underset{j\mathrm{\Lambda }}{}k_j=k,\mathrm{and}:=\{\eta :\eta _j=k_j,j\mathrm{\Lambda }\}.$$
(4.12)
Let $`j`$ be such that $`k_j>0`$. Then, using (4.2)

$`{\displaystyle _{}}P_\eta ^{}(\tau >t)𝑑\nu _\rho =`$ $`{\displaystyle _{}}{\displaystyle \frac{\eta _j}{k_j}}P_\eta ^{}(\tau >t)𝑑\nu _\rho (\eta )`$
$``$ $`{\displaystyle \frac{\gamma (\rho )}{\mathrm{\Delta }k_j}}{\displaystyle _{\mathrm{}_j^1}}P_{\mathrm{}_j\eta }^{}(\tau >t)𝑑\nu _\rho (\eta )`$
$``$ $`{\displaystyle \frac{\lambda _2\gamma (\rho )}{\mathrm{\Delta }k_j}}{\displaystyle _{\mathrm{}_j^1}}P_{\eta ,j}^{}(\tau (\eta _.)>t,\sigma (\mathrm{\Lambda }^c)>\delta ,_{j,i_j}[0,\delta ])𝑑\nu _\rho .`$
Using the stationarity of $`\nu _\rho `$, and reversing time on the interval $`[0,\delta ]`$, the last integral becomes

$$P_{\eta ,i_j}(\stackrel{~}{}_{i_j,j}[0,\delta ],\eta _\delta \mathrm{}_j^1,\sigma (\mathrm{\Lambda }^c)>\delta )P_\eta ^{}(\tau >t\delta )d\nu _\rho (\eta ).$$

Note that in $`\{\stackrel{~}{}_{i_j,j}[0,\delta ],\eta _\delta \mathrm{}_j^1,\sigma (\mathrm{\Lambda }^c)>\delta \}`$, the particles from inside and outside $`\mathrm{\Lambda }`$ do not interact, and that $`\stackrel{~}{}_{i,j}[0,\delta ]`$ imposes the same initial and final configuration for the $`\eta `$-particles in $`\mathrm{\Lambda }`$, so that

$$P_{\eta ,i_j}(\stackrel{~}{}_{i_j,j}[0,\delta ],\eta _\delta \mathrm{}_j^1,\sigma (\mathrm{\Lambda }^c)>\delta )=1_{}(\mathrm{}_j(\eta ))P_{\eta ,j}^{}(_{j,i_j}[0,\delta ])P_\eta (\sigma (\mathrm{\Lambda }^c)>\delta ).$$

Thus, from (4.8), there is $`\stackrel{~}{ϵ}>0`$ such that

$$_{}P_\eta ^{}(\tau >t)𝑑\nu _\rho \stackrel{~}{ϵ}_{\mathrm{}_j^1}P_\eta (\sigma (\mathrm{\Lambda }^c)>\delta )P_\eta ^{}(\tau >t\delta )𝑑\nu _\rho (\eta ).$$
(4.13)
We iterate the same procedure $`k`$ times, and end up with $`ϵ>0`$ such that

$$_{}P_\eta ^{}(\tau >t)𝑑\nu _\rho ϵ_{_{j\mathrm{\Lambda }}\mathrm{}_j^{k_j}}P_\eta (\sigma (\mathrm{\Lambda }^c)>k\delta )P_\eta ^{}(\tau >tk\delta )𝑑\nu _\rho (\eta ).$$
(4.14)
Finally, we note that

$$\eta 1_{_{j\mathrm{\Lambda }}\mathrm{}_j^{k_j}}=1_{\{\eta :\eta (j)=0,j\mathrm{\Lambda }\}},\eta P_\eta (\sigma (\mathrm{\Lambda }^c)>k\delta ),\mathrm{and}\eta P_\eta ^{}(\tau >tk\delta ),$$

are decreasing functions. Thus, by FKG’s inequality

$$_{}P_\eta ^{}(\tau >t)𝑑\nu _\rho ϵ\nu _\rho (\{\eta :\eta (j)=0,j\mathrm{\Lambda }\})P_{\nu _\rho }(\sigma (\mathrm{\Lambda }^c)>k\delta )P_{\nu _\rho }(\tau >t).$$
(4.15)
We establish in the next lemma that $`P_{\nu _\rho }(\sigma (\mathrm{\Lambda }^c)>k\delta )>0`$, which concludes the proof.

###### Lemma 4.1

Let $`\sigma (\mathrm{\Lambda }^c)`$ be the first time one particle starting outside $`\mathrm{\Lambda }`$ enters $`\mathrm{\Lambda }`$. Then, for any $`\kappa >0`$, $`P_{\nu _\rho }(\sigma (\mathrm{\Lambda }^c)>\kappa )>0`$.

Proof. We use the coupling described in section 2. Thus, if $`\stackrel{~}{\sigma }(\mathrm{\Lambda }^c)`$ is the stopping time corresponding to the coupled independent random walks, we have $`\stackrel{~}{\sigma }(\mathrm{\Lambda }^c)\sigma (\mathrm{\Lambda }^c)`$. Thus,

$$P_{\nu _\rho }(\sigma (\mathrm{\Lambda }^c)>\kappa )P_{\nu _\rho }(\stackrel{~}{\sigma }(\mathrm{\Lambda }^c)>\kappa )=\underset{i\mathrm{\Lambda }}{}(X(i,t)\mathrm{\Lambda },t\kappa )^{\eta (i)}d\nu _\rho =\underset{i\mathrm{\Lambda }}{}\frac{Z(\gamma (1\delta _i))}{Z(\gamma )},$$
(4.16)
with $`\delta _i=(X(i,t)\mathrm{\Lambda },t\kappa )`$. Now, by Jensen’s inequality

$$\frac{Z(\gamma (1\delta ))}{Z(\gamma )}(1\delta )^\rho .$$

Thus,

$$P_{\nu _\rho }(\sigma (\mathrm{\Lambda }^c)>\kappa )\left(\underset{i\mathrm{\Lambda }}{}(1\delta _i)\right)^\rho >0\underset{i^d}{}\delta _i<\mathrm{}.$$
(4.17)
Now, a particle starting on $`i`$ reaches $`\mathrm{\Lambda }`$ within time $`\kappa `$, if it makes at least $`d(i,\mathrm{\Lambda })/R`$ jumps within time $`\kappa `$ (recall that $`R`$ is the range of $`p`$). Thus, if $`d(i)`$ is the integer part of $`d(i,\mathrm{\Lambda })/R`$,

$$(X(i,t)\mathrm{\Lambda },t\kappa )\underset{nd(i)}{}e^{\mathrm{\Delta }\kappa }\frac{(\mathrm{\Delta }\kappa )^n}{n!}\frac{(\mathrm{\Delta }\kappa )^{d(i)}}{d(i)!}.$$
(4.18)
Hence, the series in (4.17) is converging.

Proof of Proposition 2.7. The proof follows the same arguments as in the proof of Theorem 3 c), of , once the inequality (4.5) is established with $`ϵ_i=_i(S_n\mathrm{\Lambda },n)`$. It goes as follows. Let $`\nu _ϵ`$ be the product measure

$$d\nu _ϵ(\eta )=\underset{i\mathrm{\Lambda }}{}d\theta _{\gamma (\rho )}(\eta _i)\underset{i\mathrm{\Lambda }}{}d\theta _{ϵ_i\gamma (\rho )}(\eta _i).$$

Let $`\mathrm{\Lambda }_n:=[n;n]^d`$ and $`𝒢_n`$ be the $`\sigma `$-algebra $`\sigma (\eta _i;i\mathrm{\Lambda }_n)`$, then

$$\nu _\rho \text{ p.s.}\frac{d\nu _ϵ}{d\nu _\rho }|_{𝒢_n}=\underset{i\mathrm{\Lambda }^c\mathrm{\Lambda }_n}{}\frac{ϵ_i^{\eta _i}Z(\gamma )}{Z(ϵ_i\gamma )};\nu _ϵ\text{ p.s.}\frac{d\nu _\rho }{d\nu _ϵ}|_{𝒢_n}=\underset{i\mathrm{\Lambda }^c\mathrm{\Lambda }_n}{}\frac{ϵ_i^{\eta _i}Z(ϵ_i\gamma )}{Z(\gamma )}.$$
(4.19)
Let $`h(\alpha )`$ denote the Laplace transform of $`\theta _\gamma `$; i.e. $`h(\alpha )=Z(e^\alpha \gamma )/Z(\gamma )`$. Note that $`h`$ is defined for any $`\alpha `$ such that $`e^\alpha \gamma <supg(k)`$, and is analytic in this domain. In particular, $`h`$ is analytic in a neighbourhood of $`0`$. For all $`i\mathrm{\Lambda }`$, let $`\alpha _i`$ be defined by $`e^{\alpha _i}=ϵ_i`$. A simple computation then yields for all $`p1`$,

$$\begin{array}{cc}& (\frac{d\nu _ϵ}{d\nu _\rho }|_{𝒢_n})^p𝑑\nu _\rho =_{i\mathrm{\Lambda }^c\mathrm{\Lambda }_n}\frac{Z(ϵ_i^p\gamma )}{Z(\gamma )}\frac{Z(\gamma )^p}{Z(ϵ_i\gamma )^p}=_{i\mathrm{\Lambda }^c\mathrm{\Lambda }_n}\frac{h(p\alpha _i)}{h(\alpha _i)^p};\hfill \\ \text{ and }\hfill & (\frac{d\nu _\rho }{d\nu _ϵ}|_{𝒢_n})^p𝑑\nu _ϵ=_{i\mathrm{\Lambda }^c\mathrm{\Lambda }_n}\frac{Z(ϵ_i^{(p1)}\gamma )}{Z(\gamma )}\frac{Z(ϵ_i\gamma )^{p1}}{Z(\gamma )^{p1}}=_{i\mathrm{\Lambda }^c\mathrm{\Lambda }_n}h(\alpha _i(p1))h(\alpha _i)^{p1}.\hfill \end{array}$$
(4.20)
The functions $`m_p:\alpha \frac{h(p\alpha )}{h(\alpha )^p}`$ and $`n_p:\alpha h(\alpha (p1))h(\alpha )^{p1}`$ are analytic in a neighbourhood of $`0`$, and satisfy $`m_p(0)=n_p(0)=1`$, $`m_p^{}(0)=n_p^{}(0)=0`$, $`m_p^{\prime \prime }(0)=n_p^{\prime \prime }(0)>0`$ for $`p>1`$. Therefore, the products in (4.20) have finite limits when $`n\mathrm{}`$, as soon as $`_{i\mathrm{\Lambda }^c}(1ϵ_i)^2<+\mathrm{}`$. In the asymmetric case, the Fourier transform of the Green function has a singularity at 0 which is square integrable as soon as $`d3`$, so that the above series is convergent. Thus, for $`d3`$, $`\frac{d\nu _ϵ}{d\nu _\rho }|_{𝒢_n}`$ is a $`(P_{\nu _\rho },(𝒢_n))`$ martingale, which is uniformly bounded in $`L^p(\nu _\rho )`$ for all $`p1`$. It follows from the martingale convergence theorem that $`\nu _ϵ`$ is a.c. with respect to $`\nu _\rho `$, with $`\frac{d\nu _ϵ}{d\nu _\rho }L^p(\nu _\rho )`$. In the same way, $`\nu _\rho `$ is a.c. with respect to $`\nu _ϵ`$, and $`\frac{d\nu _\rho }{d\nu _ϵ}L^p(\nu _ϵ)`$.

Following , we prove that this yields uniform $`L^p(d\nu _\rho )`$-estimates of $`f_t:=dT_t(\nu _\rho )/d\nu _\rho `$, for $`p1`$. First of all, let us express the density of $`\nu _t:=T_t(\nu _\rho )`$ with respect to $`\nu _\rho `$. For $`\phi `$ continuous and bounded

$$\phi 𝑑T_t(\nu _\rho )=\frac{\overline{S}_t(\phi )1_{𝒜^c}𝑑\nu _\rho }{\overline{S}_t(1_{𝒜^c})1_{𝒜^c}𝑑\nu _\rho }=\phi \frac{\overline{S}_t^{}(1_{𝒜^c})}{P_{\nu _\rho }^{}(\tau >t)}𝑑\nu _\rho ,$$

so that $`\nu _\rho `$-a.s. $`f_t=\frac{P_\eta ^{}(\tau >t)}{P_{\nu _\rho }^{}(\tau >t)}`$.

Let $`𝒜_0=\{\eta ;i\mathrm{\Lambda },\eta _i=0\}`$. We prove now that for any increasing function $`\phi `$,

$$_{𝒜_0}\phi 𝑑\nu _t\frac{\nu _t(𝒜_0)}{\nu _\rho (𝒜_0)}_{𝒜_0}\phi 𝑑\nu _ϵ.$$
(4.21)
To this end, let us write $`\eta =(\eta _\mathrm{\Lambda },\eta _{\mathrm{\Lambda }^c})`$ the decomposition of $`^^d`$ in $`^\mathrm{\Lambda }\times ^{\mathrm{\Lambda }^c}`$. Moreover, if $`\mu `$ is a probability measure on $`^^d`$, let $`\pi _{\mathrm{\Lambda }^c}(\mu )`$ denote its projection on $`\sigma (\eta _i,i\mathrm{\Lambda }^c)`$. We have

$$_{𝒜_0}\phi 𝑑\nu _t=\nu _\rho (𝒜_0)\phi (0,\eta _{\mathrm{\Lambda }^c})f_t(0,\eta _{\mathrm{\Lambda }^c})\frac{d\nu _\rho }{d\nu _ϵ}(\eta _{\mathrm{\Lambda }^c})𝑑\pi _{\mathrm{\Lambda }^c}(\nu _ϵ).$$

By (4.5), $`i\mathrm{\Lambda }`$, $`\mathrm{}_if_t(0,\eta _{\mathrm{\Lambda }^c})ϵ_if_t(0,\eta _{\mathrm{\Lambda }^c})`$, and $`\mathrm{}_i\frac{d\nu _\rho }{d\nu _ϵ}=\frac{1}{ϵ_i}\frac{d\nu _\rho }{d\nu _ϵ}`$. Therefore, $`f_t(0,\eta _{\mathrm{\Lambda }^c})\frac{d\nu _\rho }{d\nu _ϵ}(\eta _{\mathrm{\Lambda }^c})`$ is an increasing function of $`\eta _{\mathrm{\Lambda }^c}`$. $`\pi _{\mathrm{\Lambda }^c}(\nu _ϵ)`$ being a product measure, it follows from FKG’s inequality that

$$_{𝒜_0}\phi 𝑑\nu _t\nu _\rho (𝒜_0)\phi (0,\eta _{\mathrm{\Lambda }^c})𝑑\pi _{\mathrm{\Lambda }^c}(\nu _ϵ)f_t(0,\eta _{\mathrm{\Lambda }^c})\frac{d\nu _\rho }{d\nu _ϵ}(\eta _{\mathrm{\Lambda }^c})𝑑\pi _{\mathrm{\Lambda }^c}(\nu _ϵ),$$

which is just (4.21).

We apply now (4.21) to the decreasing function $`f_t^{p1}(\frac{d\nu _ϵ}{d\nu _\rho })^r`$ ($`p1,r0`$). We obtain

$$\begin{array}{cc}_{𝒜_0}f_t^p\left(\frac{d\nu _ϵ}{d\nu _\rho }\right)^r𝑑\nu _\rho \hfill & =_{𝒜_0}f_t^{p1}\left(\frac{d\nu _ϵ}{d\nu _\rho }\right)^r𝑑\nu _t\hfill \\ & \frac{\nu _t(𝒜_0)}{\nu _\rho (𝒜_0)}_{𝒜_0}f_t^{p1}(\frac{d\nu _ϵ}{d\nu _\rho })^r𝑑\nu _ϵ\hfill \\ & \frac{\nu _t(𝒜_0)}{\nu _\rho (𝒜_0)}_{𝒜_0}f_t^{p1}(\frac{d\nu _ϵ}{d\nu _\rho })^{r+1}𝑑\nu _\rho \hfill \end{array}$$

It follows by induction that $`p,r0`$,

$$_{𝒜_0}f_t^p\left(\frac{d\nu _ϵ}{d\nu _\rho }\right)^r𝑑\nu _\rho \left(\frac{\nu _t(𝒜_0)}{\nu _\rho (𝒜_0)}\right)^p_{𝒜_0}\left(\frac{d\nu _ϵ}{d\nu _\rho }\right)^{p+r}𝑑\nu _\rho .$$

Taking $`r=0`$, and applying once more FKG’s inequality to the decreasing functions $`1_{𝒜_0}`$ and $`f_t^p`$, we get $`p1`$,

$$\nu _\rho (𝒜_0)f_t^p𝑑\nu _\rho _{𝒜_0}f_t^p𝑑\nu _\rho \left(\frac{\nu _t(𝒜_0)}{\nu _\rho (𝒜_0)}\right)^p_{𝒜_0}\left(\frac{d\nu _ϵ}{d\nu _\rho }\right)^p𝑑\nu _\rho ,$$

so that $`p1`$,

$$\underset{t}{sup}f_t^p𝑑\nu _\rho \frac{1}{\nu _\rho (𝒜_0)^{p+1}}_{𝒜_0}\left(\frac{d\nu _ϵ}{d\nu _\rho }\right)^p𝑑\nu _\rho .$$
(4.22)
This in turn implies uniform $`L^p(\nu _\rho )`$-estimates for $`\frac{d\mathrm{\Phi }^n(\nu _\rho )}{d\nu _\rho }`$. Indeed, using expression (3.1), if we define

$$dm_n(t)=\frac{P_{\nu _\rho }(\tau >t)t^ndt}{_0^{\mathrm{}}P_{\nu _\rho }(\tau >t)t^n𝑑t},\text{ then}\frac{d\mathrm{\Phi }^n(\nu _\rho )}{d\nu _\rho }=_0^{\mathrm{}}\frac{dT_t(\nu _\rho )}{d\nu _\rho }𝑑m_{n1}(t).$$
(4.23)
Thus, using Hölder inequality for $`p1`$,

$$\underset{t>0}{sup}\left(\frac{dT_t(\nu _\rho )}{d\nu _\rho }\right)^p𝑑\nu _\rho C\underset{n}{sup}\left(\frac{d\mathrm{\Phi }^n(\nu _\rho )}{d\nu _\rho }\right)^p𝑑\nu _\rho C.$$
(4.24)
Moreover, we obtain the same uniform bounds for the Cesaro limit, and Proposition 2.7 follows.

Proof of Corollary 2.8. We define the map $`\mathrm{\Phi }_{}`$ associated to the time reversed dynamics. If $`\nu `$ is such that $`E_\nu ^{}[\tau ]<\mathrm{}`$, then

$$\phi 𝑑\mathrm{\Phi }_{}(\nu )=\frac{1}{E_\nu ^{}[\tau ]}_0^{\mathrm{}}\overline{S}_t^{}(\phi )𝑑\nu 𝑑t.$$

Our previous results (Proposition 2.7) hold equally for $`\overline{\nu }_n^{}:=\frac{1}{n}\left(\mathrm{\Phi }_{}(\nu _\rho )+\mathrm{}+\mathrm{\Phi }_{}^n(\nu _\rho )\right)`$, with the consequences that $`\{\overline{\nu }_n^{},n\}`$ is tight and $`g_n:=d\overline{\nu }_n^{}/d\nu _\rho `$ is uniformely in $`L^p(\nu _\rho )`$ for any $`p1`$ in dimensions $`d3`$. Let $`f_n`$ be the density of $`\overline{\nu }_n`$ with respect to $`\nu _\rho `$, and assume that $`\{f_n\}`$ converge along a subsequence $`\{n_k\}`$ to $`f`$ solution of (2.10) and that $`\{g_n\}`$ converge along a subsequence $`\{m_i\}`$ to $`g`$ solution to the adjoint equation to (2.10). We can as well assume that these convergence hold in weak $`L^2(\nu _\rho )`$. As $`f_n`$ and $`g_n`$ are nonincreasing functions, we have by FKG’s inequality

$$f_{n_k}g_{m_i}𝑑\nu _\rho f_{n_k}𝑑\nu _\rho g_{m_i}𝑑\nu _\rho =1.$$

After taking first the limit in $`k`$, and then in $`i`$, we obtain $`fg𝑑\nu _\rho 1`$. Also, this integral is finite by Cauchy-Schwarz. Thus, we can define $`d\stackrel{~}{\nu }_\rho =fgd\nu _\rho /(fg𝑑\nu _\rho )`$. Let $`dQ_t(\eta _.)`$ be the probability measure on paths, defined by

$$dQ_t(\eta _.):=\frac{e^{\lambda (\rho )t}g(\eta _t)f(\eta _0)}{fg𝑑\nu _\rho }1_{\tau >t}dP_{\nu _\rho }(\eta _.).$$
(4.25)
For $`\phi `$ such that $`\phi gL^2(\nu _\rho )`$, we obtain using (2.10),

$`{\displaystyle \phi (\eta _t)𝑑Q_t(\eta _.)}`$ $`={\displaystyle \frac{E_\eta [\phi (\eta _t)g(\eta _t)1_{\tau >t}]f(\eta )e^{\lambda (\rho )t}𝑑\nu _\rho (\eta )}{fg𝑑\nu _\rho }}={\displaystyle \frac{\overline{S}_t(\phi g)fe^{\lambda (\rho )t}𝑑\nu _\rho }{fg𝑑\nu _\rho }}`$
$`={\displaystyle \frac{\phi g\overline{S}_t^{}(f)e^{\lambda (\rho )t}𝑑\nu _\rho }{fg𝑑\nu _\rho }}={\displaystyle \phi 𝑑\stackrel{~}{\nu }_\rho }.`$
Also, if $`\phi `$ is such that $`\phi fL^2(\nu _\rho )`$,

$$\phi (\eta _0)𝑑Q_t(\eta _.)=\frac{\overline{S}_t(g)\phi fe^{\lambda (\rho )t}𝑑\nu _\rho }{fg𝑑\nu _\rho }=\phi 𝑑\stackrel{~}{\nu }_\rho .$$

Now, by applying Jensen’s inequality and recalling that $`f,gL^p(\nu _\rho )`$ for $`p1`$,

$`\mathrm{log}(P_{\nu _\rho }(\tau >t))`$ $`=\mathrm{log}({\displaystyle fg𝑑\nu _\rho })+\mathrm{log}\left({\displaystyle \frac{e^{\lambda (\rho )t}}{g(\eta _t)f(\eta _0)}𝑑Q_t(\eta _.)}\right)`$
$`\mathrm{log}({\displaystyle fg𝑑\nu _\rho }){\displaystyle \mathrm{log}\left(g(\eta _t)\right)𝑑Q_t(\eta _.)}{\displaystyle \mathrm{log}\left(f(\eta _0)\right)𝑑Q_t(\eta _.)}\lambda (\rho )t`$
$`\mathrm{log}({\displaystyle fg𝑑\nu _\rho }){\displaystyle \mathrm{log}(fg)𝑑\stackrel{~}{\nu }_\rho }\lambda (\rho )t.`$
This concludes the proof of the Corollary.

## 5 Example.

Let us consider the totally asymmetric simple exclusion in one dimension. Thus,

$$i,p(i,i+1)=1,\mathrm{and}p(i,j)=0\text{if }ji+1.$$

Let $`\tau `$ be the first time the origin is occupied. Let $`\chi (\eta ):=inf\{k0:\eta (k)=1\}`$, and $`N_t`$ be a Poisson process of intensity 1. A simple computation yields

$$P_{\nu _\rho }(\tau >t)=(N_t<\chi (\eta ))𝑑\nu _\rho (\eta )=\underset{k=1}{\overset{\mathrm{}}{}}\rho (1\rho )^k(N_t<k)=(1\rho )e^{\rho t}.$$
(5.1)
Thus,

$$\frac{P_{\nu _\rho }(\tau >t+s)}{P_{\nu _\rho }(\tau >t)}=e^{\rho s}\text{and}\lambda (\rho ):=\underset{t}{lim}\frac{1}{t}\mathrm{log}\left(P_{\nu _\rho }(\tau >t)\right)=\rho .$$
(5.2)
Following the approach of the proof of Theorem 3c) of , it is easy to establish that the Yaglom limit exists and is

$$d\mu _\rho (\eta )=\underset{i<0}{}d_\rho (\eta _i)\underset{i0}{}d_0(\eta _i)\text{where }_\rho \text{ is the Bernoulli probability of parameter }\rho .$$
(5.3)
Can we approximate $`\mu _\rho `$ and $`\lambda (\rho )`$ by the corresponding quantities for the process on a large circle? The answer is no, as we shall see.

Let $`𝒞_N=\{0,1,\mathrm{},N\}`$ where sites $`N`$ and 0 are identified, and consider the generator

$$_N\phi =\underset{i=0}{\overset{N1}{}}\eta (i)\left(1\eta (i+1)\right)\left(\phi (\eta _{i+1}^i)\phi (\eta )\right),$$
(5.4)
with as invariant measure $`\nu _N`$, which is the uniform measure on all configurations with $`[\rho N]`$ particles on $`𝒞_N`$.

Let $`P_{\eta ,N}`$ be the law of the process generated by $`_N`$, and let $`\eta `$ be in the support of $`\nu _N`$. Then,

$$P_{\eta ,N}(\tau >t)=e^t\underset{k=1}{\overset{\chi (\eta )1}{}}\frac{t^k}{k!}.$$
(5.5)
Thus, for a polynomial $`Q_N`$ of degree at most $`N`$

$$P_{\nu _N,N}(\tau >t)=e^tQ_N(t)\lambda _N(\rho ):=\underset{t}{lim}\frac{1}{t}\mathrm{log}\left(P_{\nu _N,N}(\tau >t)\right)=1.$$
(5.6)
Also, it is an easy computation which yields

$$\underset{t}{lim}\frac{P_{\eta ,N}^{}(\tau >t)}{P_{\nu _N,N}^{}(\tau >t)}=\left(\begin{array}{c}N\\ \left[\rho N\right]\end{array}\right)\underset{i=1}{\overset{[\rho N]}{}}\eta (i)\text{ and }\underset{t}{lim}\frac{P_{\nu _N,N}(\tau >t+s)}{P_{\nu _N,N}(\tau >t)}=e^s.$$
(5.7)
Thus, as in , one concludes the existence of a Yaglom limit $`\mu _N`$ concentrated on the configurations with particles occupying all $`[\rho N]`$ sites to the “left” of 0. Thus, $`\mu _N`$ and $`\lambda _N(\rho )`$ do converge, but to $`\mu _1`$ and 1 respectively, and this approach misses all the $`\mu _\rho `$ with $`\rho <1`$.