Accessibility navigation

Response operators for Markov processes in a finite state space: radius of convergence and link to the response theory for Axiom A systems

Lucarini, V. (2016) Response operators for Markov processes in a finite state space: radius of convergence and link to the response theory for Axiom A systems. Journal of Statistical Physics, 162 (2). pp. 312-333. ISSN 0022-4715

Text (Open Access) - Published Version
· Available under License Creative Commons Attribution.
· Please see our End User Agreement before downloading.


It is advisable to refer to the publisher's version if you intend to cite from this work. See Guidance on citing.

To link to this item DOI: 10.1007/s10955-015-1409-4


Using straightforward linear algebra we derive response operators describing the impact of small perturbations to finite state Markov processes. The results can be used for studying empirically constructed—e.g. from observations or through coarse graining of model simulations—finite state approximation of statistical mechanical systems. Recent results concerning the convergence of the statistical properties of finite state Markov approximation of the full asymptotic dynamics on the SRB measure in the limit of finer and finer partitions of the phase space are suggestive of some degree of robustness of the obtained results in the case of Axiom A system. Our findings give closed formulas for the linear and nonlinear response theory at all orders of perturbation and provide matrix expressions that can be directly implemented in any coding language, plus providing bounds on the radius of convergence of the perturbative theory. In particular, we relate the convergence of the response theory to the rate of mixing of the unperturbed system. One can use the formulas derived for finite state Markov processes to recover previous findings obtained on the response of continuous time Axiom A dynamical systems to perturbations, by considering the generator of time evolution for the measure and for the observables. A very basic, low-tech, and computationally cheap analysis of the response of the Lorenz ’63 model to perturbations provides rather encouraging results regarding the possibility of using the approximate representation given by finite state Markov processes to compute the system’s response.

Item Type:Article
Divisions:Interdisciplinary centres and themes > Walker Institute
Faculty of Science > School of Mathematical, Physical and Computational Sciences > Department of Mathematics and Statistics
ID Code:67606


Downloads per month over past year

University Staff: Request a correction | Centaur Editors: Update this record

Page navigation