Marginally closed processes with local interaction

DOI10.1016/0304-4149(92)90075-2MaRDI QIDQ1201758zbMATH OpenOpenAlexFDO

Authors E. N. Petrova, E. Scacciatelli, V. A. Malyshev

Publication date 17 January 1993

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(92)90075-2

ergodic behaviour finite-dimensional distributions interacting processes marginal closeness Markov processes of configurations path expansion translational invariant initial distributions

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Review text

The authors continue the study of marginally closed locally interacting processes introduced by \textit{I. A. Ignatyuk}, \textit{V. A. Malyshev} and \textit{S. A. Molchanov} [Sel. Math. Sov. 8, No. 4, 351-384 (1989; Zbl 0701.60100)]. These are discrete time Markov processes of configurations on \(\mathbb{Z}^ \nu\) with values in a denumerable set \(S\) with the property that the finite-dimensional distributions at time \(t\) of order \(m\) can be expressed as linear combinations of the finite-dimensional distributions at time \(t-1\) of order \(\leq m\). The main results are derived for conditionally independent marginally closed processes. The authors study their ergodic behaviour and derive their invariant measures for translational invariant initial distributions, which for dimensions \(\nu\geq 3\) have to satisfy a decay condition of the correlation functions. The proofs are based on a path expansion. Also several examples of non-conditionally independent marginally closed processes are discussed.

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