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Time-Scaling, Ergodicity and Covariance Decay of Interacting Particle Systems

2023/12/12 by Maciej Głuchowski, Głuchowski, Maciej, Georg Menz +1 · 1 citation
Mathematics · Physics and Astronomy · #60K35 #82C22 #FOS: Mathematics #Probability (math.PR) #Random Matrices and Applications #Stochastic processes and statistical mechanics #Theoretical and Computational Physics

paper · pdf · doi:10.48550/arxiv.2312.06935

openalex publication_date 2023/12/12 · openalex created_date 2023/12/15 · openalex updated_date 2026/07/28

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..

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