Stationary product measures for conservative particle systems and ergodicity criteria

Richard Clemens Kraaij (Delft University of Technology)

Abstract


We study conservative particle systems on $W^S$, where $S$ is countable and $W = \{0, \dots, N\}$ or $W = \mathbb{N}$, where the generator reads

\[Lf(\eta) = \sum_{x,y} p(x,y) b(\eta_x,\eta_y) (f(\eta - \delta_x + \delta_y) - f(\eta)).\]

Under assumptions on $b$ and the assumption that $p$ is finite range, which allow for the exclusion, zero range and misanthrope processes, we determine exactly what the stationary product measures are.

Furthermore, under the condition that $p + p^*$, $p^*(x,y) := p(y,x)$, is irreducible, we show that a stationary measure $\mu$ is ergodic if and only if the tail sigma algebra of the partial sums is trivial under $\mu$. This is a consequence of a more general result on interacting particle systems that shows that a stationary measure is ergodic if and only if the sigma algebra of sets invariant under the transformations of the process is trivial. We apply this result combined with a coupling argument to the stationary product measures to determine which product measures are ergodic. For the case that $W$ is finite, this gives a complete characterisation.

In the case that $W = \mathbb{N}$, it holds for nearly all functions $b$ that a stationary product measure is ergodic if and only if it is supported by configurations with an infinite amount of particles. We show that this picture is not complete. We give an example of a system where $b$ is such that there is a stationary product measure which is not ergodic, even though it concentrates on configurations with an infinite number of particles.


Full Text: Download PDF | View PDF online (requires PDF plugin)

Pages: 1-33

Publication Date: October 3, 2013

DOI: 10.1214/EJP.v18-2513

References

  • Aldous, David; Pitman, Jim. On the zero-one law for exchangeable events. Ann. Probab. 7 (1979), no. 4, 704--723. MR0537216
  • Andjel, E.; Cocozza-Thivent, C.; Roussignol, M. Quelques compléments sur le processus des misanthropes et le processus "zéro-range''. (French) [Some additional comments on the misanthrope process and the zero-range process] Ann. Inst. H. Poincaré Probab. Statist. 21 (1985), no. 4, 363--382. MR0823081
  • Andjel, Enrique Daniel. Invariant measures for the zero range processes. Ann. Probab. 10 (1982), no. 3, 525--547. MR0659526
  • Bramson, M.; Liggett, T. M. Exclusion processes in higher dimensions: stationary measures and convergence. Ann. Probab. 33 (2005), no. 6, 2255--2313. MR2184097
  • Cocozza-Thivent, Christiane. Processus des misanthropes. (French) [Misanthropic processes] Z. Wahrsch. Verw. Gebiete 70 (1985), no. 4, 509--523. MR0807334
  • Ethier, Stewart N.; Kurtz, Thomas G. Markov processes. Characterization and convergence. Wiley Series in Probability and Mathematical Statistics: Probability and Mathematical Statistics. John Wiley & Sons, Inc., New York, 1986. x+534 pp. ISBN: 0-471-08186-8 MR0838085
  • Grosskinsky, Stefan; Redig, Frank; Vafayi, Kiamars. Condensation in the inclusion process and related models. J. Stat. Phys. 142 (2011), no. 5, 952--974. MR2781716
  • Iosifescu, Marius. On finite tail $\sigma $-algebras. Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 24 (1972), 159--166. MR0329046
  • Jones, Gareth A.; Jones, J. Mary. Elementary number theory. Springer Undergraduate Mathematics Series. Springer-Verlag London, Ltd., London, 1998. xiv+301 pp. ISBN: 3-540-76197-7 MR1610533
  • Jung, Paul. Extremal reversible measures for the exclusion process. J. Statist. Phys. 112 (2003), no. 1-2, 165--191. MR1991035
  • Kallenberg, Olav. Foundations of modern probability. Second edition. Probability and its Applications (New York). Springer-Verlag, New York, 2002. xx+638 pp. ISBN: 0-387-95313-2 MR1876169
  • Liggett, Thomas M. Interacting particle systems. Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], 276. Springer-Verlag, New York, 1985. xv+488 pp. ISBN: 0-387-96069-4 MR0776231
  • Liggett, Thomas M. Stochastic interacting systems: contact, voter and exclusion processes. Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], 324. Springer-Verlag, Berlin, 1999. xii+332 pp. ISBN: 3-540-65995-1 MR1717346
  • Lindvall, Torgny. Lectures on the coupling method. Wiley Series in Probability and Mathematical Statistics: Probability and Mathematical Statistics. A Wiley-Interscience Publication. John Wiley & Sons, Inc., New York, 1992. xiv+257 pp. ISBN: 0-471-54025-0 MR1180522
  • Saada, Ellen. A limit theorem for the position of a tagged particle in a simple exclusion process. Ann. Probab. 15 (1987), no. 1, 375--381. MR0877609
  • Saada, Ellen. Processus de zero-range avec particule marquée. (French) [Zero-range process with a tagged particle] Ann. Inst. H. Poincaré Probab. Statist. 26 (1990), no. 1, 5--17. MR1075436
  • Sethuraman, Sunder. On extremal measures for conservative particle systems. Ann. Inst. H. Poincaré Probab. Statist. 37 (2001), no. 2, 139--154. MR1819121
  • Spitzer, Frank. Principles of random walk. Second edition. Graduate Texts in Mathematics, Vol. 34. Springer-Verlag, New York-Heidelberg, 1976. xiii+408 pp. MR0388547
  • Thorisson, Hermann. Coupling, stationarity, and regeneration. Probability and its Applications (New York). Springer-Verlag, New York, 2000. xiv+517 pp. ISBN: 0-387-98779-7 MR1741181
  • J.V. Uspensky and M.A. Heaslet, phElementary number theory, McGraw-Hill Book Company Inc., 1939.


Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.