English

Characterization of the stability of chains associated with $g$-measures

Probability 2015-12-23 v3 Mathematical Physics math.MP

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 σ\sigma-algebra. We prove that the dynamic uniqueness is generally stronger than the usual notion of uniqueness for gg-measures. Our main result shows that dynamic uniqueness is equivalent to the weak-2\ell^2 summability condition on the kernel. This generalizes and strengthens the Johansson-\"Oberg 2\ell^2 criterion for uniqueness of gg-measures. Finally, among other things, we prove that the weak-2\ell^2 criterion implies β\beta-mixing of the unique gg-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