Characterization of the stability of chains associated with $g$-measures
Abstract
In this paper we introduce a notion of asymptotic stability of a probability kernel, which we call dynamic uniqueness. We say that a kernel exhibits dynamic uniqueness if all the stochastic chains starting from a fixed past coincide on the future tail -algebra. We prove that the dynamic uniqueness is generally stronger than the usual notion of uniqueness for -measures. Our main result shows that dynamic uniqueness is equivalent to the weak- summability condition on the kernel. This generalizes and strengthens the Johansson-\"Oberg criterion for uniqueness of -measures. Finally, among other things, we prove that the weak- criterion implies -mixing of the unique -measure compatible with a regular kernel improving several results in the literature.
Keywords
Cite
@article{arxiv.1410.8241,
title = {Characterization of the stability of chains associated with $g$-measures},
author = {Christophe Gallesco and Sandro Gallo and Daniel Yasumasa Takahashi},
journal= {arXiv preprint arXiv:1410.8241},
year = {2015}
}
Comments
We did a considerable editing of the manuscript. We wanted to emphasize more the weak-$\ell^2$ criterion. We modified the tile, abstract and intro