Quasi Markovian behavior in mixing maps

DOI10.1016/S0167-2789(99)00087-1zbMATH Open1194.37014arXivcond-mat/9902105MaRDI QIDQ992160FDOQ992160

Authors: Brian R. La Cour, William C. Schieve 

Publication date: 11 September 2010

Published in: Physica D (Search for Journal in Brave)

Abstract: We consider the time dependent probability distribution of a coarse grained observable Y whose evolution is governed by a discrete time map. If the map is mixing, the time dependent one-step transition probabilities converge in the long time limit to yield an ergodic stochastic matrix. The stationary distribution of this matrix is identical to the asymptotic distribution of Y under the exact dynamics. The nth time iterate of the baker map is explicitly computed and used to compare the time evolution of the occupation probabilities with those of the approximating Markov chain. The convergence is found to be at least exponentially fast for all rectangular partitions with Lebesgue measure. In particular, uniform rectangles form a Markov partition for which we find exact agreement.

Full work available at URL: https://arxiv.org/abs/cond-mat/9902105

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Mathematics Subject Classification ID

Ergodicity, mixing, rates of mixing (37A25) Measure-preserving transformations (28D05)

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Cited In (4)

• Furstenberg theory of mixed random-quasiperiodic cocycles
• Title not available (Why is that?)
• Numerically Optimized Markovian Coupling and Mixing in One‐Dimensional Maps
• Mixing and approach to equilibrium in the standard map

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