On a Class of Generalized Baker's Transformations

1993 ◽  
Vol 45 (3) ◽  
pp. 638-649 ◽  
Author(s):  
M. Rahe

AbstractLet f define a baker's transformation (Tf, Pf). We find necessary and sufficient conditions on f for (Tf, Pf) to be an N(ω)-step random Markov chain. Using this result, we give a simplified proof of Bose's results on Holder continuous baker's transformations where f is bounded away from zero and one. We extend Bose's results to show that, for the class of baker's transformations which are random Markov chains where TV has finite expectation, a sufficient condition for weak Bernoullicity is that the Lebesgue measure λ{x f(x) = 0 or f(x) = 1} = 0. We also examine random Markov chains satisfying a strictly weaker condition, those for which the differences between the entropy of the process and the conditional entropy given the past to time n form a summable sequence; and we show that a similar result holds. A condition is given on/ which is weaker than Holder continuity, but which implies that the entropy difference sequence is summable. Finally, a particular baker's transformation is exhibited as an easy example of a weakly Bernoulli transformation on which the supremum of the measure of atoms indexed by n-strings decays only as the reciprocal of n.

1993 ◽  
Vol 30 (3) ◽  
pp. 518-528 ◽  
Author(s):  
Frank Ball ◽  
Geoffrey F. Yeo

We consider lumpability for continuous-time Markov chains and provide a simple probabilistic proof of necessary and sufficient conditions for strong lumpability, valid in circumstances not covered by known theory. We also consider the following marginalisability problem. Let {X{t)} = {(X1(t), X2(t), · ··, Xm(t))} be a continuous-time Markov chain. Under what conditions are the marginal processes {X1(t)}, {X2(t)}, · ··, {Xm(t)} also continuous-time Markov chains? We show that this is related to lumpability and, if no two of the marginal processes can jump simultaneously, then they are continuous-time Markov chains if and only if they are mutually independent. Applications to ion channel modelling and birth–death processes are discussed briefly.


1978 ◽  
Vol 15 (4) ◽  
pp. 848-851 ◽  
Author(s):  
Jean-François Mertens ◽  
Ester Samuel-Cahn ◽  
Shmuel Zamir

For an aperiodic, irreducible Markov chain with the non-negative integers as state space it is shown that the existence of a solution to in which yi → ∞is necessary and sufficient for recurrence, and the existence of a bounded solution to the same inequalities, with yk < yo, · · ·, yN–1 for some k ≧ N, is necessary and sufficient for transience.


1993 ◽  
Vol 7 (4) ◽  
pp. 529-543 ◽  
Author(s):  
P. K. Pollett ◽  
P. G. Taylor

We consider the problem of establishing the existence of stationary distributions for continuous-time Markov chains directly from the transition rates Q. Given an invariant probability distribution m for Q, we show that a necessary and sufficient condition for m to be a stationary distribution for the minimal process is that Q be regular. We provide sufficient conditions for the regularity of Q that are simple to verify in practice, thus allowing one to easily identify stationary distributions for a variety of models. To illustrate our results, we shall consider three classes of multidimensional Markov chains, namely, networks of queues with batch movements, semireversible queues, and partially balanced Markov processes.


1982 ◽  
Vol 14 (01) ◽  
pp. 37-55 ◽  
Author(s):  
Jacques-Edouard Dies

In order to study the transience of Hendricks libraries, we introduce and study a special class of Markov chains, the Tsetlin d-piles, generalizing Tsetlin libraries and briefly defined as follows: a 1-pile is a Tsetlin library and a d-pile is a Tsetlin library where each book is replaced by a (d − 1)-pile. We give a stationary measure of these chains and establish the necessary and sufficient conditions for positive recurrence and transience. Finally, the study of d-piles allows us to determine a sufficient condition for transience of quite a large class of Hendricks libraries.


1973 ◽  
Vol 10 (04) ◽  
pp. 891-894
Author(s):  
H. P. Wynn

The set of transient states of a Markov chain is considered as a system. If numbers of arrivals to the system at discrete time points have constant mean and covariance matrix then there is a limiting distribution of numbers in the states. Necessary and sufficient conditions are given for this distribution to yield zero correlations between states.


2004 ◽  
Vol 36 (01) ◽  
pp. 227-242 ◽  
Author(s):  
A. A. Borovkov ◽  
A. Hordijk

Normed ergodicity is a type of strong ergodicity for which convergence of thenth step transition operator to the stationary operator holds in the operator norm. We derive a new characterization of normed ergodicity and we clarify its relation with exponential ergodicity. The existence of a Lyapunov function together with two conditions on the uniform integrability of the increments of the Markov chain is shown to be a sufficient condition for normed ergodicity. Conversely, the sufficient conditions are also almost necessary.


2017 ◽  
Vol 39 (8) ◽  
pp. 2223-2234 ◽  
Author(s):  
IAN D. MORRIS

Since the 1970s there has been a rich theory of equilibrium states over shift spaces associated to Hölder-continuous real-valued potentials. The construction of equilibrium states associated to matrix-valued potentials is much more recent, with a complete description of such equilibrium states being achieved by Feng and Käenmäki [Equilibrium states of the pressure function for products of matrices.Discrete Contin. Dyn. Syst.30(3) (2011), 699–708]. In a recent article [Ergodic properties of matrix equilibrium states.Ergod. Th. & Dynam. Sys.(2017), to appear] the author investigated the ergodic-theoretic properties of these matrix equilibrium states, attempting in particular to give necessary and sufficient conditions for mixing, positive entropy, and the property of being a Bernoulli measure with respect to the natural partition, in terms of the algebraic properties of the semigroup generated by the matrices. Necessary and sufficient conditions were successfully established for the latter two properties, but only a sufficient condition for mixing was given. The purpose of this note is to complete that investigation by giving a necessary and sufficient condition for a matrix equilibrium state to be mixing.


1978 ◽  
Vol 15 (04) ◽  
pp. 848-851 ◽  
Author(s):  
Jean-François Mertens ◽  
Ester Samuel-Cahn ◽  
Shmuel Zamir

For an aperiodic, irreducible Markov chain with the non-negative integers as state space it is shown that the existence of a solution to in which yi → ∞is necessary and sufficient for recurrence, and the existence of a bounded solution to the same inequalities, with yk &lt; y o, · · ·, yN –1 for some k ≧ N, is necessary and sufficient for transience.


1993 ◽  
Vol 30 (03) ◽  
pp. 518-528 ◽  
Author(s):  
Frank Ball ◽  
Geoffrey F. Yeo

We consider lumpability for continuous-time Markov chains and provide a simple probabilistic proof of necessary and sufficient conditions for strong lumpability, valid in circumstances not covered by known theory. We also consider the following marginalisability problem. Let {X{t)} = {(X 1(t), X 2(t), · ··, Xm (t))} be a continuous-time Markov chain. Under what conditions are the marginal processes {X 1(t)}, {X 2(t)}, · ··, {Xm (t)} also continuous-time Markov chains? We show that this is related to lumpability and, if no two of the marginal processes can jump simultaneously, then they are continuous-time Markov chains if and only if they are mutually independent. Applications to ion channel modelling and birth–death processes are discussed briefly.


1982 ◽  
Vol 14 (1) ◽  
pp. 37-55 ◽  
Author(s):  
Jacques-Edouard Dies

In order to study the transience of Hendricks libraries, we introduce and study a special class of Markov chains, the Tsetlin d-piles, generalizing Tsetlin libraries and briefly defined as follows: a 1-pile is a Tsetlin library and a d-pile is a Tsetlin library where each book is replaced by a (d − 1)-pile. We give a stationary measure of these chains and establish the necessary and sufficient conditions for positive recurrence and transience. Finally, the study of d-piles allows us to determine a sufficient condition for transience of quite a large class of Hendricks libraries.


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