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Coupling, space and time Mixing for parallel stochastic dynamics

  • We first introduce some coupling of a finite number of Probabilistic Cellular Automata dynamics (PCA), preserving the stochastic ordering. Using this tool, for a general attractive probabilistic cellular automata on SZd, where S is finite, we prove that a condition (A) is equivalent to the (time-) convergence towards equilibrium of this Markovian parallel dynamics, in the uniform norm, exponentially fast. This condition (A) means the exponential decay of the influence from the boundary for the invariant measures of the system restricted to finite ‘box’-volume. For a class of reversible PCA dynamics on {−1, +1}Zd , with a naturally associated Gibbsian potential ϕ, we prove that a Weak Mixing condition for ϕ implies the validity of the assumption (A); thus the ‘exponential ergodicity’ of the dynamics towards the unique Gibbs measure associated to ϕ holds. On some particular examples of this PCA class, we verify that our assumption (A) is weaker than the Dobrushin-Vasershtein ergodicity condition. For some special PCA, the ‘exponentialWe first introduce some coupling of a finite number of Probabilistic Cellular Automata dynamics (PCA), preserving the stochastic ordering. Using this tool, for a general attractive probabilistic cellular automata on SZd, where S is finite, we prove that a condition (A) is equivalent to the (time-) convergence towards equilibrium of this Markovian parallel dynamics, in the uniform norm, exponentially fast. This condition (A) means the exponential decay of the influence from the boundary for the invariant measures of the system restricted to finite ‘box’-volume. For a class of reversible PCA dynamics on {−1, +1}Zd , with a naturally associated Gibbsian potential ϕ, we prove that a Weak Mixing condition for ϕ implies the validity of the assumption (A); thus the ‘exponential ergodicity’ of the dynamics towards the unique Gibbs measure associated to ϕ holds. On some particular examples of this PCA class, we verify that our assumption (A) is weaker than the Dobrushin-Vasershtein ergodicity condition. For some special PCA, the ‘exponential ergodicity’ holds as soon as there is no phase transition.zeige mehrzeige weniger

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Metadaten
Verfasserangaben:Pierre-Yves Louis
URN:urn:nbn:de:kobv:517-opus-51560
Schriftenreihe (Bandnummer):Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint (2004, 02)
Publikationstyp:Preprint
Sprache:Englisch
Erscheinungsjahr:2004
Veröffentlichende Institution:Universität Potsdam
Datum der Freischaltung:29.03.2011
Freies Schlagwort / Tag:Attractive Dynamics; Coupling; Interacting Particle Systems; Probabilistic Cellular Automata; Stochastic Ordering; Weak Mixing Condition
RVK - Regensburger Verbundklassifikation:SI 990
Organisationseinheiten:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik
DDC-Klassifikation:5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik
Lizenz (Deutsch):License LogoKeine öffentliche Lizenz: Unter Urheberrechtsschutz
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