A thermodynamic formalism for continuous time Markov chains with values on the Bernoulli space: entropy, pressure and large deviations

DOI10.1007/S10955-013-0796-7zbMATH Open1301.82005arXiv1307.0237OpenAlexW2121049537MaRDI QIDQ385553FDOQ385553

Authors: Adriana Neumann, Ph. Thieullen, A. O. Lopes 

Publication date: 2 December 2013

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Abstract: Through this paper we analyze the ergodic properties of continuous time Markov chains with values on the one-dimensional spin lattice 1,...,d}^N (also known as the Bernoulli space). Initially, we consider as the infinitesimal generator the operator $L={mcL}_A-I$, where mc L_A is a discrete time Ruelle operator (transfer operator), and A:{1,...,d}^N o R is a given fixed Lipschitz function. The associated continuous time stationary Markov chain will define theemph{a priori}probability. Given a Lipschitz interaction V:{1,...,d}^{�b N} o mathbb{R}, we are interested in Gibbs (equilibrium) state for such $V$. This will be another continuous time stationary Markov chain. In order to analyze this problem we will use a continuous time Ruelle operator (transfer operator) naturally associated to V. Among other things we will 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, 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 Y. Kifer.

Full work available at URL: https://arxiv.org/abs/1307.0237

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zbMATH Keywords

entropylarge deviationspressurecontinuous time Markov chaincontinuous time Perron-Frobenius theoremGibbs stateRuelle operator

Mathematics Subject Classification ID

Functional analytic techniques in dynamical systems; zeta functions, (Ruelle-Frobenius) transfer operators, etc. (37C30) Thermodynamic formalism, variational principles, equilibrium states for dynamical systems (37D35) Continuous-time Markov processes on discrete state spaces (60J27) Classical equilibrium statistical mechanics (general) (82B05)

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Cited In (9)

• Entropy and variational principle for one-dimensional lattice systems with a general \textit{a priori} probability: positive and zero temperature
• Large deviations for stationary probabilities of a family of continuous time Markov chains via Aubry-Mather theory
• Thermodynamic formalism on the Skorokhod space: the continuous-time Ruelle operator, entropy, pressure, entropy production and expansiveness
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