Attractive regular stochastic chains: perfect simulation and phase transition
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Abstract: We prove that uniqueness of the stationary chain, or equivalently, of the -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 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.
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(11)- Dynamic uniqueness for stochastic chains with unbounded memory
- On concentration inequalities and their applications for Gibbs measures in lattice systems
- One-sided continuity properties for the schonmann projection
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