Math 2.0

Dynamical systems and ergodic theory Definition

Gibbs measure

Builds on Subshift of finite typeShift spaceHölder continuityInvariant measureProbability measureBirkhoff sum and averageBernoulli schemePartition function

Definition

Let AA be a k×kk \times k matrix with entries in {0,1}\set{0, 1}. Let ΣA⊆{1,…,k}ℕ\Sigma_A \subseteq \set{1, \dots, k}^{\N} be the one-sided subshift of finite type of the sequences x=(x0,x1,… )x = (x_0, x_1, \dots) with Axixi+1=1A_{x_i x_{i+1}} = 1 for all ii. Let σ ⁣:ΣA→ΣA\sigma \colon \Sigma_A \to \Sigma_A be the shift, (σx)i=xi+1(\sigma x)_i = x_{i+1}. Let φ ⁣:ΣA→ℝ\varphi \colon \Sigma_A \to \R be continuous, and write Snφ(x)=∑j=0n−1φ(σjx)S_n \varphi(x) = \sum_{j=0}^{n-1} \varphi(\sigma^j x) for its Birkhoff sum. For x∈ΣAx \in \Sigma_A, the cylinder [x0…xn−1][x_0 \dots x_{n-1}] is the set of y∈ΣAy \in \Sigma_A with yi=xiy_i = x_i for 0≤i<n0 \le i < n. Let μ\mu be a σ\sigma-invariant probability measure on ΣA\Sigma_A. It is a Gibbs measure for φ\varphi if there are C≥1C \ge 1 and P∈ℝP \in \R with 1C≤μ([x0…xn−1])exp⁡(−nP+Snφ(x))≤C\frac{1}{C} \le \frac{\mu([x_0 \dots x_{n-1}])}{\exp\left(-nP + S_n \varphi(x)\right)} \le C for every x∈ΣAx \in \Sigma_A and every n≥1n \ge 1.

Remarks

Example: on the full shift {1,…,k}ℕ\set{1, \dots, k}^{\N} take φ=0\varphi = 0, and let μ\mu be the uniform Bernoulli measure, under which the coordinates are independent and uniform. Then μ([x0…xn−1])=k−n\mu([x_0 \dots x_{n-1}]) = k^{-n} and Snφ=0S_n \varphi = 0, so the ratio is 11 with P=log⁡kP = \log k, and C=1C = 1 works.

Non-example: for the same shift and φ=0\varphi = 0, the Dirac measure at the constant sequence (1,1,1,… )(1, 1, 1, \dots) is invariant. It gives measure 00 to the cylinder [2][2], so the lower bound fails.

The constant PP is then the topological pressure of φ\varphi. For a topologically mixing ΣA\Sigma_A and a Hölder continuous φ\varphi, a Gibbs measure exists, is unique, and is the unique equilibrium state of φ\varphi (Bowen).

In statistical mechanics, consider a finite system with states ss and energies E(s)E(s). The Gibbs measure at inverse temperature β\beta gives ss the probability e−βE(s)/Ze^{-\beta E(s)} / Z, where Z=∑se−βE(s)Z = \sum_s e^{-\beta E(s)} is the partition function. For infinite lattice systems, Gibbs measures are defined instead by the Dobrushin–Lanford–Ruelle condition on conditional probabilities, and there may be several of them.

Reading path

To understand this page from the ground up, read these 14 pages in order. The foundations come first.

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Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  1. Bernoulli process concept
  2. Birkhoff sum and average concept
  3. Hölder continuity concept
  4. Infinite product measure concept
  5. Invariant measure concept
  6. Kolmogorov automorphism concept
  7. Kolmogorov–Sinai entropy concept
  8. Mixing concept
  9. Partition function concept
  10. Probability measure concept
  11. Shift space concept
  12. Subshift of finite type concept
  13. Bernoulli scheme example
  14. Gibbs measure definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Gibbs_measure
About this page
TagMC4S4WCGJS
URIm2://MC4S4WCGJS
Kinddefinition
WritingW0 stub
MSC37D35, 82B05, 37B10
DefinesGibbs measure
UsesSubshift of finite type, Shift space, Hölder continuity, Invariant measure, Probability measure, Birkhoff sum and average, Bernoulli scheme, Partition function

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