Chains with complete connections: General theory, uniqueness, loss of memory and mixing properties

Roberto Fernandez (1) , Gregory Maillard (2)

1 Universiteit Utrecht / Utrecht University [Utrecht]
2 I2M - Institut de Mathématiques de Marseille

We introduce an statistical mechanical formalism for the study of discrete-time stochastic processes with which we prove: (i) General properties of extremal chains, including triviality on the tail $\sigma$-algebra, short-range correlations, realization via infinite-volume limits and ergodicity. (ii) Two new sufficient conditions for the uniqueness of the consistent chain. The first one is a transcription of a criterion due to Georgii for one-dimensional Gibbs measures, and the second one corresponds to Dobrushin criterion in statistical mechanics. (iii) Results on loss of memory and mixing properties for chains in the Dobrushin regime. These results are complementary of those existing in the literature, and generalize the Markovian results based on the Dobrushin ergodic coefficient.

Domaines: Probabilités [math.PR]

Roberto Fernandez, Gregory Maillard. Chains with complete connections: General theory, uniqueness, loss of memory and mixing properties. 2024. ⟨hal-01296844⟩