We study a class of stochastic models of mass transport on discrete vertex set V. For these models, a one-parameter family of homogeneous product measures ⊗i∈Vνθ is reversible. We prove that the set of mixtures of inhomogeneous product measures with equilibrium marginals, i.e., the set of measures of the form (Formula presented.) is left invariant by the dynamics in the course of time, and the “mixing measure” Ξ evolves according to a Markov process which we then call “the hidden parameter model”. This generalizes results from De Masi et al. (Preprint arXiv:2310.01672, 2023) to a larger class of models and on more general graphs. The class of models includes discrete and continuous generalized KMP models, as well as discrete and continuous harmonic models. The results imply that in all these models, the non-equilibrium steady state of their reservoir driven version is a mixture of product measures where the mixing measure is in turn the stationary state of the corresponding “hidden parameter model”. For the boundary-driven harmonic models on the chain {1,…,N} with nearest neighbor edges, we recover that the stationary measure of the hidden parameter model is the joint distribution of the ordered Dirichlet distribution (cf. Carinci et al., Preprint arXiv:2307.14975, 2023), with a purely probabilistic proof based on a spatial Markov property of the hidden parameter model.

We consider consistent particle systems, which include independent random walkers, the symmetric exclusion and inclusion processes, as well as the dual of the Kipnis-Marchioro-Presutti model. Consistent systems are such that the distribution obtained by first evolving n particles and then removing a particle at random is the same as the one given by a random removal of a particle at the initial time followed by evolution of the remaining n − 1 particles. In this paper we discuss two main results. Firstly, we show that, for reversible systems, the property of consistency is equivalent to self-duality, thus obtaining a novel probabilistic interpretation of the self-duality property. Secondly, we show that consistent particle systems satisfy a set of recursive equations. This recursions implies that factorial moments of a system with n particles are linked to those of a system with n − 1 particles, thus providing substantial information to study the dynamics. In particular, for a consistent system with absorption, the particle absorption probabilities satisfy universal recurrence relations. Since particle systems with absorption are often dual to boundary-driven non-equilibrium systems, the consistency property implies recurrence relations for expec-tations of correlations in non-equilibrium steady states. We illustrate these relations with several examples.