کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
7550471 1489927 2018 18 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Dynamic uniqueness for stochastic chains with unbounded memory
ترجمه فارسی عنوان
منحصر به فرد پویا برای زنجیره های تصادفی با حافظه بی حد و حصر
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
چکیده انگلیسی
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-ℓ2 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 ℓ2 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-ℓ2 summability condition on the kernel is equivalent to the β-mixing of the compatible stationary chain.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 128, Issue 2, February 2018, Pages 689-706
نویسندگان
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