Explicit estimates in the Bramson-Kalikow model
Christophe Gallesco, Sandro Gallo, Daniel Yasumasa Takahashi

TL;DR
This paper provides explicit parameter estimates for phase transitions in the Bramson-Kalikow model by developing a new criterion for non-uniqueness of g-measures, using $ar{d}$-distance estimates between Markov chains.
Contribution
It introduces a simple, new criterion for non-uniqueness of g-measures and applies it to explicitly identify phase transition parameters in the Bramson-Kalikow model.
Findings
Explicit parameter estimates for phase transition in the Bramson-Kalikow model.
A new criterion for non-uniqueness of g-measures based on $ar{d}$-distances.
Optimal method for binary regular attractive functions.
Abstract
The aim of the present article is to explicitly compute parameters for which the Bramson-Kalikow model exhibits phase-transition. The main ingredient of the proof is a simple new criterion for non-uniqueness of -measures. We show that the existence of multiple -measures compatible with a function can be proved by estimating the -distances between some suitably chosen Markov chains. The method is optimal for the important class of binary regular attractive functions, which includes the Bramson-Kalikow model.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Markov Chains and Monte Carlo Methods · Mathematical Dynamics and Fractals
