Attractive regular stochastic chains: perfect simulation and phase transition

作者:Gallo Sandro*; Takahashi Daniel Y
来源:Ergodic Theory and Dynamical Systems, 2014, 34(05): 1567-1586.
DOI:10.1017/etds.2013.7

摘要

We prove that uniqueness of the stationary chain, or equivalently, of the g-measure, compatible with an attractive regular probability kernel is equivalent to either one of the following two assertions for this chain: (1) it is a finitary coding of an independent and identically distributed (i.i.d.) process with countable alphabet; (2) the concentration of measure holds at exponential rate. We show in particular that if a stationary chain is uniquely defined by a kernel that is continuous and attractive, then this chain can be sampled using a coupling-from-the-past algorithm. For the original Bramson-Kalikow model we further prove that there exists a unique compatible chain if and only if the chain is a finitary coding of a finite alphabet i.i.d. process. Finally, we obtain some partial results on conditions for phase transition for general chains of infinite order.

  • 出版日期2014-10