Weak dependence for a class of local functionals of Markov chains on ${\mathbb Z}^d$

Authors

  • C. Saffirio </em>Dipartimento di Matematica G. Castelnuovo, Sapienza Universita di Roma, Piazzale Aldo Moro 5, 00185 Roma; GNFM, Istituto Nazionale di Alta Matematica, Piazzale Aldo Moro 5, 00185 Roma
  • A. Marchesiello Faculty of Nuclear Sciences and Physical Engineering, Czech Technical University in Prague, Decin Branch, Pohranicni 1, 40501 Decin
  • C. Boldrighini Institut fur Mathematik Universit at Zurich, Winterthurerstrasse 190, CH-8057 Zurich

DOI:

Keywords:

Markov chains, stochastic operator, mixing, randomwalks in random environment

Abstract

In many models of Mathematical Physics, based on the study of a Markov chain $\widehat \eta= \{\eta_{t}\}_{t=0}^{\infty}$ on ${\mathbb Z}^d$, one can prove by perturbative arguments a contraction property of the stochastic operator restricted to a subspace of local functions $\mathcal H_{M}$ endowed with a suitable norm. We show, on the example of a model of random walk in random environment with mutual interaction, that the condition is enough to prove a Central Limit Theorem for sequences $\{f(S^{k}\widehat \eta)\}_{k=0}^{\infty}$, where $S$ is the time shift and $f$ is strictly local in space and belongs to a class of functionals related to the H\"older continuous functions on the torus $T^{1}$.

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Published

2015-12-25

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Articles

How to Cite

Saffirio, C., et al. “Weak Dependence for a Class of Local Functionals of Markov Chains on ${\mathbb Z}^d$”. Methods of Functional Analysis and Topology, vol. 21, no. 4, Dec. 2015, pp. 302-14, https://zen.imath.kiev.ua/index.php/mfat/article/view/620.