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

preprint2015arXivOpen access

Abstract

In some papers on infinite Markov chains in Zd\mathbb{Z}^d, and notably in the work of R.A. Minlos and collaborators, one can prove the existence of a spectral gap for a suitable subspace of local functions. We consider functions of the type f(η^)f(\widehat η), where η^={ηt}t=0∞\widehat η= \{η_{t}\}_{t=0}^{\infty} is the sequence of the states, and ff is local. In the case of a simple example of random walk in random environment with mutual interaction we show that there is a natural class of functions ff, related to the Hölder continuos functions Cα\mathcal C^αon the torus T1T^{1}, with α∈(0,1)α\in (0,1) large enough, depending on the spectral gap, for which the Central Limit Theorem holds for the sequence f(Skη^)f(S^{k}\widehat η), k=0,1,…k=0,1,\ldots, where SS is the time shift.

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