English

Weak dependence for a class of local functionals of Markov chains on $\mathbb{Z}^d$

Mathematical Physics 2015-08-03 v3 math.MP

Abstract

In some papers on infinite Markov chains in Zd\mathbb{Z}^d, and notably in the work of R.A. Minlos and collaborators, one can prove the existence of a spectral gap for a suitable subspace of local functions. We consider functions of the type f(η^)f(\widehat \eta), where η^={ηt}t=0\widehat \eta= \{\eta_{t}\}_{t=0}^{\infty} is the sequence of the states, and ff is local. In the case of a simple example of random walk in random environment with mutual interaction we show that there is a natural class of functions ff, related to the H\"older continuos functions Cα\mathcal C^{\alpha}on the torus T1T^{1}, with α(0,1)\alpha\in (0,1) large enough, depending on the spectral gap, for which the Central Limit Theorem holds for the sequence f(Skη^)f(S^{k}\widehat \eta), k=0,1,k=0,1,\ldots, where SS is the time shift.

Keywords

Cite

@article{arxiv.1501.07486,
  title  = {Weak dependence for a class of local functionals of Markov chains on $\mathbb{Z}^d$},
  author = {Carlo Boldrighini and Antonella Marchesiello and Chiara Saffirio},
  journal= {arXiv preprint arXiv:1501.07486},
  year   = {2015}
}

Comments

15 pages; important change: new version of the proof of Theorem 4.2