首页 | 本学科首页   官方微博 | 高级检索  
     


Dynamic uniqueness for stochastic chains with unbounded memory
Authors:Christophe Gallesco  Sandro Gallo  Daniel Y. Takahashi
Affiliation:1. Departmento de Estatística, Instituto de Matemática, Estatística e Ciência de Computação, Universidade de Campinas, Brazil;2. Departamento de Estatística, Universidade Federal de São Carlos, Brazil;3. Princeton Neuroscience Institute, Princeton University, USA
Abstract:We say that a probability kernel exhibits dynamic uniqueness (DU) if all the stochastic chains starting from a fixed past coincide on the future tail σ-algebra. Our first theorem is a set of properties that are pairwise equivalent to DU which allow us to understand how it compares to other more classical concepts. In particular, we prove that DU is equivalent to a weak-?2 summability condition on the kernel. As a corollary to this theorem, we prove that the Bramson–Kalikow and the long-range Ising models both exhibit DU if and only if their kernels are ?2 summable. Finally, if we weaken the condition for DU, asking for coincidence on the future σ-algebra for almost every pair of pasts, we obtain a condition that is equivalent to β-mixing (weak-Bernoullicity) of the compatible stationary chain. As a consequence, we show that a modification of the weak-?2 summability condition on the kernel is equivalent to the β-mixing of the compatible stationary chain.
Keywords:primary  60G10  secondary  60G99  Stochastic chains with unbounded memory  Phase transition  Coupling  Bramson–Kalikow  Total variation distance
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号