Mixing properties of the generalized \(T,T^{-1}\)-process (Q1385426): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 3 users not shown)
Property / author
 
Property / author: W. Th. F. den Hollander / rank
Normal rank
 
Property / reviewed by
 
Property / reviewed by: Wolfgang König / rank
Normal rank
 
Property / author
 
Property / author: W. Th. F. den Hollander / rank
 
Normal rank
Property / reviewed by
 
Property / reviewed by: Wolfgang König / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distinguishing sceneries by observing the scenery along a random walk path / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3886625 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4726487 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3739966 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3955608 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random Walks on Abelian Groups / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5624436 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On isomorphism of weak Bernoulli transformations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mixing properties of induced random transformations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Persistent random walks may have arbitrarily large tails / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximate local limit theorems for laws outside domains of attraction / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mixing properties for random walk in random scenery / rank
 
Normal rank
Property / cites work
 
Property / cites work: Orthogonality of Measures Induced by Random Walks with Scenery / rank
 
Normal rank
Property / cites work
 
Property / cites work: Detecting defects in periodic scenery by random walks on Z / rank
 
Normal rank
Property / cites work
 
Property / cites work: \(T,T^{-1}\) transformation is not loosely Bernoulli / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5687103 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Characteristics of the General Queueing Process, with Applications to Random Walk / rank
 
Normal rank
Property / cites work
 
Property / cites work: A direct proof that VWB processes are closed in the d-metric / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3101597 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Propriétés d'intersection des marches aléatoires. I: Convergence vers le temps local d'intersection. (Properties of intersection of random walks. I: Convergence to local time intersection) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Propriétés d'intersection des marches aléatoires. II: Étude des cas critiques. (Properties of intersection of random walks. II: Study of the critical case) / rank
 
Normal rank
Property / cites work
 
Property / cites work: The range of stable random walks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mixing properties of a class of skew-products / rank
 
Normal rank
Property / cites work
 
Property / cites work: Factors of Bernoulli shifts are Bernoulli shifts / rank
 
Normal rank
Property / cites work
 
Property / cites work: An example of a Kolmogorov automorphism that is not a Bernoulli shift / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4049307 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An uncountable family of K-automorphisms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finitely determined implies very weak Bernoulli / rank
 
Normal rank
Property / cites work
 
Property / cites work: Every transformation is bilaterally deterministic / rank
 
Normal rank
Property / cites work
 
Property / cites work: General one-sided laws of the iterated logarithm / rank
 
Normal rank
Property / cites work
 
Property / cites work: Recurrent random walks with arbitrarily large steps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak and very weak Bernoulli partitions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A partition on a Bernoulli shift which is not weakly Bernoulli / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4131340 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ergodic theory. Introductory lectures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random walks and Riesz kernels / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 11:24, 28 May 2024

scientific article
Language Label Description Also known as
English
Mixing properties of the generalized \(T,T^{-1}\)-process
scientific article

    Statements

    Mixing properties of the generalized \(T,T^{-1}\)-process (English)
    0 references
    0 references
    13 October 1998
    0 references
    Let \((S_n)_{n\in\mathbb N_0}\) and \((S_{-n})_{n\in\mathbb N_0}\) be independent copies of a general random walk on \(\mathbb Z^d\), starting at \(S_0=0\), and let \((C_z)_{z\in\mathbb Z^d}\) be an independent, i.i.d.\ coloring of the sites, taking values \(\pm 1\) with equal probability each. The authors consider the so-called \(T,T^{-1}\)-process \((Z_n)_{n\in\mathbb Z}\) where \(Z_n=(X_n, C_{S_n})\) is the pair consisting of the walker's step \(X_n\) at time \(n\) and the color of its present site. They derive sufficient and necessary conditions for this process to satisfy certain mixing properties in terms of intersection properties of the walk. The main mixing properties considered and explained in the paper are `weak Bernoulli' (WB, also sometimes called \(\beta\)-mixing), `very weak Bernoulli' (VWB) and `Bernoulli' (B; isomorphy to an i.i.d.\ process). For a general stationary process having a countable state space, these properties imply each other in this order, but for a \(T,T^{-1}\)-process, the latter two are shown to be even equivalent. Let \(I\) be the (random) intersection set of the two walks, i.e., the set of sites which are visited by both walks \((S_n)_{n\in\mathbb N_0}\) and \((S_{-n})_{n\in\mathbb N_0}\). One of the main results is that the process \((Z_n)_{n\in\mathbb Z}\) is WB if and only if \(| I| <\infty\) a.s. For a large class of random walks, this is even equivalent to the finiteness of the expectation of \(| I| \). A second main result states that \((Z_n)_{n\in\mathbb Z}\) is VWB if the walk is transient, and that under some mild conditions also the converse holds. These results lead in particular to a complete classification for the case of simple random walk in all dimensions and for all one-dimensional walks whose step distribution lies in the domain of attraction of a stable random variable. The paper is motivated by, and the ideas of the proofs are based on, a paper by \textit{S. A. Kalikow} [Ann. Math., II. Ser. 115, 393-409 (1982; Zbl 0523.28018)] which settled the case of one-dimensional simple random walk.
    0 references
    random walk
    0 references
    random coloring
    0 references
    mixing properties
    0 references
    intersection properties
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers