A Ruelle operator for continuous time Markov chains

DOI10.11606/ISSN.2316-9028.V4I1P1-16MaRDI QIDQ436469zbMATH OpenOpenAlexWikidataFDO

Authors A. T. Baraviera, Ruy Exel, A. O. Lopes

Publication date 20 July 2012

Published in São Paulo Journal of Mathematical Sciences (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International

Full work available at URL https://arxiv.org/abs/0803.2501

zbMATH Keywords

Markov chains\(C^*\)-algebraRuelle operatorcontinuous time problems

Mathematics Subject Classification ID

Dynamical systems and the theory of (C^*)-algebras (37A55) Thermodynamic formalism, variational principles, equilibrium states for dynamical systems (37D35) States of selfadjoint operator algebras (46L30) Continuous-time Markov processes on discrete state spaces (60J27)

Abstract: We consider a generalization of the Ruelle theorem for the case of continuous time problems. We present a result which we believe is important for future use in problems in Mathematical Physics related to $C^{\ast }$-Algebras We consider a finite state set $S$ and a stationary continuous time Markov Chain $X_t$, $tgeq0$, taking values on S. We denote by $Omega$ the set of paths $w$ taking values on S (the elements $w$ are locally constant with left and right limits and are also right continuous on $t$). We consider an infinitesimal generator $L$ and a stationary vector $p_0$. We denote by $P$ the associated probability on ($Omega,calB$). This is the a priori probability. All functions $f$ we consider bellow are in the set ${calL}^{i}nfty(P)$. From the probability $P$ we define a Ruelle operator ${calL}^t,tgeq0$, acting on functions $f:OmegaomathbbR$ of ${calL}^{i}nfty(P)$. Given $V:OmegaomathbbR$, such that is constant in sets of the form $X_0=c$, we define a modified Ruelle operator $ilde{calL}_V^t,tgeq0$. We are able to show the existence of an eigenfunction $u$ and an eigen-probability $u_V$ on $Omega$ associated to $ilde{calL}_V^t,tgeq0$. We also show the following property for the probability $u_V$: for any integrable $gin{calL}^{i}nfty(P)$ and any real and positive $t$ ${\displaystyle }$ int e^{-int_0^t (V circ Theta_s)(.) ds} [ ( ilde{{cal L}}^t_V (g)) circ heta_t ] d

u_V = int g d

u_V${\displaystyle }$ This equation generalize, for the continuous time Markov Chain, a similar one for discrete time systems (and which is quite important for understanding the KMS states of certain $C^{\ast }$-algebras).

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