Physical approach to the ergodic behavior of stochastic cellular automata with generalization to random processes with infinite memory

The large time behavior of stochastic cellular automata is investigated by means of an analogy with Van Kampen's approach to the ergodic behavior of Markov processes in continuous time and with a discrete state space. A stochastic cellular automaton with a finite number of cells may display an extremely large, but however finite number M of lattice configurations. Since the different configurations are evaluated according to a stochastic local rule connecting the variables corresponding to two successive time steps, the dynamics of the process can be described in terms of an inhomogeneous Markovian random walk among the M configurations of the system. An infinite Lippman-Schwinger expansion for the generating function of the total times q1, …, qM spent by the automaton in the different M configurations is used for the statistical characterization of the system. Exact equations for the moments of all times q1, …, qM are derived in terms of the propagator of the random walk. It is shown that for large values of the total time q = Σuqu the average individual times 〈qu〉 attached to the different configurations u = 1, …, M are proportional to the corresponding stationary state probabilities Pust: 〈qu〉 ∼ qPust, u = 1, …, M. These asymptotic laws show that in the long run the cellular automaton is ergodic, that is, for large times the ensemble average of a property depending on the configurations of the lattice is equal to the corresponding temporal average evaluated over a very large time interval. For large total times q the correlation functions of the individual sojourn times q1, …, qM increase linearly with the total number of time steps q: 〈ΔquΔqu′〉 ∼ q as q → ∞ which corresponds to non-intermittent fluctuations. An alternative approach for investigating the ergodic behavior of Markov processes in discrete space and time is suggested on the basis of a multiple averaging of a Kronecker symbol; this alternative approach can be extended to non-Markovian random processes with infinite memory. The implications of the results for the numerical analysis of the large time behavior of stochastic cellular automata are also investigated.

[1]  C. Broeck Taylor dispersion revisited , 1990 .

[2]  T. Liggett Interacting Particle Systems , 1985 .

[3]  N. Kampen,et al.  Stochastic processes in physics and chemistry , 1981 .

[4]  J. Schnakenberg Network theory of microscopic and macroscopic behavior of master equation systems , 1976 .

[5]  A. Khinchin Mathematical foundations of statistical mechanics , 1949 .

[6]  D. Ter Haar,et al.  Elements of Statistical Mechanics , 1954 .

[7]  N. Kampen,et al.  Composite stochastic processes , 1979 .

[8]  Czech,et al.  Depolarization of rotating spins by random walks on lattices. , 1986, Physical review. B, Condensed matter.

[9]  Dean Isaacson,et al.  Markov Chains: Theory and Applications , 1976 .

[10]  D. Haar Foundations of Statistical Mechanics , 1955 .

[11]  R. Lindsay,et al.  Ergodic Theory in Statistical Mechanics , 1965 .

[12]  Michael C. Mackey,et al.  Time's Arrow: The Origins of Thermodynamic Behavior , 1991 .

[13]  D. Gillespie,et al.  A Theorem for Physicists in the Theory of Random Variables. Addenda. , 1983 .

[14]  F. Gantmacher,et al.  Applications of the theory of matrices , 1960 .

[15]  Michael C. Mackey,et al.  The dynamic origin of increasing entropy , 1989 .

[16]  S. Levin Lectu re Notes in Biomathematics , 1983 .

[17]  J. Gibbs Elementary Principles in Statistical Mechanics , 1902 .

[18]  Marius Iosifescu,et al.  Dependence with Complete Connections and its Applications , 1990 .

[19]  Richard Bellman,et al.  Introduction to Matrix Analysis , 1972 .

[20]  Thomas M. Liggett,et al.  Interacting Markov Processes , 1980 .

[21]  C. Broeck,et al.  The asymptotic dispersion of particles in N‐layer systems , 1984 .

[22]  J. F. C. Kingman,et al.  The ergodic theory of Markov processes , 1971, The Mathematical Gazette.

[23]  L. Peliti,et al.  Random walks with memory , 1987 .

[24]  J. Bouchaud,et al.  Anomalous diffusion in disordered media: Statistical mechanisms, models and physical applications , 1990 .

[25]  Exact results for the asymptotic dispersion of particles in n-layer systems , 1983 .

[26]  B. Schönfisch Propagation of fronts in cellular automata , 1995 .

[27]  V. Chechetkin,et al.  Size-dependence of three-periodicity and long-range correlations in DNA sequences , 1995 .

[28]  C. Peng,et al.  Long-range correlations in nucleotide sequences , 1992, Nature.

[29]  Michael C. Mackey,et al.  Chaos, Fractals, and Noise , 1994 .