A thermodynamic formalism for continuous time Markov chains with values on the Bernoulli space: entropy, pressure and large deviations (Q385553): Difference between revisions

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A thermodynamic formalism for continuous time Markov chains with values on the Bernoulli space: entropy, pressure and large deviations
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    A thermodynamic formalism for continuous time Markov chains with values on the Bernoulli space: entropy, pressure and large deviations (English)
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    2 December 2013
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    ``Through this paper we analyze the ergodic properties of continuous time Markov chains with values on the one-dimensional spin lattice \(\{1,\dots,d\}^N\) (also known as the Bernoulli space). Initially, we consider as the infinitesimal generator the operator \(L=\mathfrak{L}_A-I\), where \(\mathfrak{L}_A\) is a discrete time Ruelle operator (transfer operator), and \(A:\{1,\dots,d\}^N\to\mathbb{R}\) is a given fixed Lipschitz function. The associated continuous time stationary Markov chain defines the a priori probability. Given a Lipschitz interaction \(V:\{1,\dots,d\}^N\to\mathbb{R}\), we are interested in the Gibbs (equilibrium) state for such \(V\). This is another continuous time stationary Markov chain. In order to analyze this problem we use a continuous time Ruelle operator (transfer operator) naturally associated to \(V\). Among other things we show that a continuous time Perron-Frobenius theorem is true in the case \(V\) is a Lipschitz function.'' ``We also introduce an entropy, which is negative (see also [\textit{A. O. Lopes} et al., ``Entropy and variational principle for one-dimensional lattice systems with a general a-priori probability: positive and zero temperature'', \url{arXiv:1210.3391}]), and we consider a variational principle of pressure. Finally, we analyze large deviations properties for the empirical measure in the continuous time setting using results by \textit{Y. Kifer} [Trans. Am. Math. Soc. 321, No. 2, 505--524 (1990; Zbl 0714.60019)]. In the last appendix of the paper we explain why the techniques we develop here have the capability to be applied to the analysis of convergence of a certain version of the Metropolis algorithm.''
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    continuous time Markov chain
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    continuous time Perron-Frobenius theorem
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    Gibbs state
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    Ruelle operator
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    entropy
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    pressure
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    large deviations
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