Time-Scaling, Ergodicity and Covariance Decay of Interacting Particle Systems
Abstract
The main focus of this article is the study of ergodicity of Interacting Particle Systems (IPS). We present a simple lemma showing that scaling time is equivalent to taking the convex combination of the transition matrix of the IPS with the identity. As a consequence, the ergodic properties of IPS are invariant under this transformation. Surprisingly, this simple observation has non-trivial implications: It allows to extend any result that does not respect this invariance, which we demonstrate with examples. Additionally, we develop a recursive method to deduce decay of correlations for IPS with alphabets of arbitrary (finite) size, and apply the Time-Scaling Lemma to that as well. As an application of this new criterion we show that certain one-dimensional IPS are ergodic answering an open question of Toom et al..
- Publication:
-
arXiv e-prints
- Pub Date:
- December 2023
- DOI:
- arXiv:
- arXiv:2312.06935
- Bibcode:
- 2023arXiv231206935G
- Keywords:
-
- Mathematics - Probability;
- 60K35;
- 82C22
- E-Print:
- 49 pages, 15 figures