We introduce an statistical mechanical formalism for the study of discrete-time stochastic processes with which we prove: (i) General properties of extremal chains, including triviality on the tail σ-algebra, short-range correlations, realization via infinite-volume limits and ergodicity. (ii) Two new sufficient conditions for the uniqueness of the consistent chain. The first one is a transcription of a criterion due to Georgii for one-dimensional Gibbs measures, and the second one corresponds to Dobrushin criterion in statistical mechanics. (iii) Results on loss of memory and mixing properties for chains in the Dobrushin regime. These results are complementary of those existing in the literature, and generalize the Markovian results based on the Dobrushin ergodic coefficient.
We discuss the relationship between discrete-time processes (chains) and one-dimensional Gibbs measures. We consider finite-alphabet (finite-spin) systems, possibly with a grammar (exclusion rule). We establish conditions for a stochastic process to define a Gibbs measure and vice versa. Our conditions generalize well known equivalence results between ergodic Markov chains and fields, as well as the known Gibbsian character of processes with exponential continuity rate. Our arguments are purely probabilistic; they are based on the study of regular systems of conditional probabilities (specifications). Furthermore, we discuss the equivalence of uniqueness criteria for chains and fields and we establish bounds for the continuity rates of the respective systems of finite-volume conditional probabilities. As an auxiliary result we prove a (re)construction theorem for specifications starting from single-site conditioning, which applies in a more general setting (general spin space, specifications not necessarily Gibbsian).
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