A Ruelle operator for continuous time Markov chains

DOI10.11606/ISSN.2316-9028.V4I1P1-16zbMATH Open1242.37006arXiv0803.2501OpenAlexW2004678689WikidataQ121769845 ScholiaQ121769845MaRDI QIDQ436469FDOQ436469

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)

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).

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

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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)

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