Topological and metric recurrence for general Markov chains

Using ideas borrowed from topological dynamics and ergodic theory we introduce topological and metric versions of the recurrence property for general Markov chains. The main question of interest here is how large is the set of recurrent points. We show that under some mild technical assumptions the set of non recurrent points is of zero reference measure. Necessary and sufficient conditions for a reference measure $m$ (which needs not to be dynamically invariant) to satisfy this property are obtained. These results are new even in the purely deterministic setting.Comment: 17 pages, 2 figures, to appear in MM

Ergodic properties of a simple deterministic traffic flow model re(al)visited

We study statistical properties of a family of maps acting in the space of integer valued sequences, which model dynamics of simple deterministic traffic flows. We obtain asymptotic (as time goes to infinity) properties of trajectories of those maps corresponding to arbitrary initial configurations in terms of statistics of densities of various patterns and describe weak attractors of these systems and the rate of convergence to them. Previously only the so called regular initial configurations (having a density with only finite fluctuations of partial sums around it) in the case of a slow particles model (with the maximal velocity 1) have been studied rigorously. Applying ideas borrowed from substitution dynamics we are able to reduce the analysis of the traffic flow models corresponding to the multi-lane traffic and to the flow with fast particles (with velocities greater than 1) to the simplest case of the flow with the one-lane traffic and slow particles, where the crucial technical step is the derivation of the exact life-time for a given cluster of particles. Applications to the optimal redirection of the multi-lane traffic flow are discussed as well.Comment: 20 pages, LaTe

Perron-Frobenius spectrum for random maps and its approximation

To study the convergence to equilibrium in random maps we developed the spectral theory of the corresponding transfer (Perron-Frobenius) operators acting in a certain Banach space of generalized functions. The random maps under study in a sense fill the gap between expanding and hyperbolic systems since among their (deterministic) components there are both expanding and contracting ones. We prove stochastic stability of the Perron-Frobenius spectrum and developed its finite rank operator approximations by means of a ``stochastically smoothed'' Ulam approximation scheme. A counterexample to the original Ulam conjecture about the approximation of the SBR measure and the discussion of the instability of spectral approximations by means of the original Ulam scheme are presented as well.Comment: 24 pages, LaTe

Ergodicity of a collective random walk on a circle

We discuss conditions for unique ergodicity of a collective random walk on a continuous circle. Individual particles in this collective motion perform independent (and different in general) random walks conditioned by the assumption that the particles cannot overrun each other. Additionally to sufficient conditions for the unique ergodicity we discover a new and unexpected way for its violation due to excessively large local jumps. Necessary and sufficient conditions for the unique ergodicity of the deterministic version of this system are obtained as well. Technically our approach is based on the interlacing property of the spin function which describes states of pairs of particles in coupled processes under study.Comment: 20 pages, 6 figure

Stochastic stability of traffic maps

We study ergodic properties of a family of traffic maps acting in the space of bi-infinite sequences of real numbers. The corresponding dynamics mimics the motion of vehicles in a simple traffic flow, which explains the name. Using connections to topological Markov chains we obtain nontrivial invariant measures, prove their stochastic stability, and calculate the topological entropy. Technically these results in the deterministic setting are related to the construction of measures of maximal entropy via measures uniformly distributed on periodic points of a given period, while in the random setting we directly construct (spatially) Markov invariant measures. In distinction to conventional results the limiting measures in non-lattice case are non-ergodic. Average velocity of individual ``vehicles'' as a function of their density and its stochastic stability is studied as well.Comment: 23 pages, accepted by "Nonlinearity

Generalized phase transitions in finite coupled map lattices

We investigate generalized phase transitions of type localization - delocalization from one to several Sinai-Bowen-Ruelle invariant measures in finite networks of chaotic elements (coupled map lattices) with general graphs of connections in the limit of weak coupling.Comment: 21 pages, LaTe

On exclusion type inhomogeneous interacting particle systems

For a large class of inhomogeneous interacting particle systems (IPS) on a lattice we develop a rigorous method for mapping them onto homogeneous IPS. Our novel approach provides a direct way of obtaining the statistical properties of such inhomogeneous systems by studying the far simpler homogeneous systems. In the cases when the latter can be solved exactly our method yields an exact solution for the statistical properties of an inhomogeneous IPS. This approach is illustrated by studies of three of IPS, namely those with particles of different sizes, or with varying (between particles) maximal velocities, or accelerations.Comment: 12 pages, 4 figure

Condensation versus independence in weakly interacting CMLs

We propose a simple model unifying two major approaches to the analysis of large multicomponent systems: interacting particle systems (IPS) and couple map lattices (CML) and show that in the weak interaction limit depending on fine properties of the interaction potential this model may demonstrate both condensation/synchronization and independent motions. Note that one of the main paradigms of the CML theory is that the latter behavior is supposed to be generic. The model under consideration is related to dynamical networks and sheds a new light to the problem of synchronization under weak interactions.Comment: 18 page

Asymptotically exact spectral estimates for left triangular matrices

For a family of $n*n$ left triangular matrices with binary entries we derive asymptotically exact (as $n\to\infty$) representation for the complete eigenvalues-eigenvectors problem. In particular we show that the dependence of all eigenvalues on $n$ is asymptotically linear for large $n$. A similar result is obtained for more general (with specially scaled entries) left triangular matrices as well. As an application we study ergodic properties of a family of chaotic maps.Comment: 7 pages, LaTe

On quasi successful couplings of Markov processes

The notion of a successful coupling of Markov processes, based on the idea that both components of the coupled system ``intersect'' in finite time with probability one, is extended to cover situations when the coupling is unnecessarily Markovian and its components are only converging (in a certain sense) to each other with time. Under these assumptions the unique ergodicity of the original Markov process is proven. A price for this generalization is the weak convergence to the unique invariant measure instead of the strong one. Applying these ideas to infinite interacting particle systems we consider even more involved situations when the unique ergodicity can be proven only for a restriction of the original system to a certain class of initial distributions (e.g. translational invariant ones). Questions about the existence of invariant measures with a given particle density are discussed as well.Comment: 16 pages, LaTe