in N, and α, β, γ, δ in X such that α ≤ γ, β ≤ δ, we define
I
a
:= I
K a
j, m =
K
[
i=1
{k ∈ X : m
i
≥ k δ − β + j
i
} 2.9
I
b
:= I
K b
j, m =
K
[
i=1
{k ∈ X : γ − α + m
i
≥ k j
i
} 2.10
I
c
:= I
K c
h, m =
K
[
i=1
{k ∈ X : m
i
≥ k γ − α + h
i
} 2.11
I
d
:= I
K d
h, m =
K
[
i=1
{k ∈ X : δ − β + m
i
≥ k h
i
} 2.12
An S particle system η
t t
≥0
is stochastically larger than an f S particle system ξ
t t
≥0
if and only if X
k ∈X :kδ−β+ j
1
e Π
0,k α,β
+ X
k ∈I
a
e Γ
k α,β
≤ X
l ∈X :l j
1
Π
0,l γ,δ
+ X
l ∈I
b
Γ
l γ,δ
2.13 X
k ∈X :kh
1
e Π
−k,0 α,β
+ X
k ∈I
d
e Γ
k α,β
≥ X
l ∈X :lγ−α+h
1
Π
−l,0 γ,δ
+ X
l ∈I
c
Γ
l γ,δ
2.14 for all choices of K
≤ e N
α, β ∨ N γ, δ, h, j, m, α ≤ γ, β ≤ δ. Remark 2.5. The restriction K
≤ e N
α, β ∨ N γ, δ avoids that an infinite number of K, I
a
, I
b
, I
c
, I
d
result in the same rate inequality. Since e Γ
k α,β
= 0 for each k e N
α, β, if K e N
α, β no terms are being added to the left hand side of 2.13, and adding more terms on the right hand side does
not give any new restrictions. A similar statement holds for 2.14, with the corresponding condition K
≤ N γ, δ.
Remark 2.6. If S = f
S , Theorem 2.4 states necessary and sufficient conditions for attractiveness of S . We follow the approach in [8]: in order to characterize the stochastic ordering of two processes, first
of all we find necessary conditions on the transition rates. Then we construct a Markovian increasing coupling, that is a coupled process
ξ
t
, ζ
t t
≥0
which has the property that ξ
≤ ζ implies
P
ξ ,
ζ
{ξ
t
≤ ζ
t
} = 1, for all t
≥ 0. Here P
ξ ,
ζ
denotes the distribution of ξ
t
, ζ
t t
≥0
with initial state ξ
, ζ
.
2.2 Applications
We propose several applications to understand the meaning of Conditions 2.13–2.14. We think of
α, β ≤ γ, δ as the configuration state of two processes η
t
≤ ξ
t
on a fixed pair of sites x and y: namely
η
t
x = α, η
t
y = β, ξ
t
x = γ, ξ
t
y = δ.
112
2.2.1 No multiple births, deaths or jumps
Let N = sup
α,β∈X
2
N α, β:
Proposition 2.7. If N = 1 then a change of at most one particle per time is allowed and Conditions 2.13 and 2.14 become
e Π
0,1 α,β
+ e Γ
1 α,β
≤Π
0,1 γ,δ
+ Γ
1 γ,δ
if β = δ and γ ≥ α,
2.15 e
Π
0,1 α,β
≤Π
0,1 γ,δ
if β = δ and γ = α,
2.16 e
Π
−1,0 α,β
+ e Γ
1 α,β
≥Π
−1,0 γ,δ
+ Γ
1 γ,δ
if γ = α and δ ≥ β,
2.17 e
Π
−1,0 α,β
≥Π
−1,0 γ,δ
if γ = α and δ = β.
2.18
Proof. . If β δ, then δ − β + j
i
≥ δ − β + j
1
≥ 1 for all K 0, 1 ≤ i ≤ K so that 1 ∈ I
a
by definition 2.9. Since N = 1 the left hand side of 2.13 is null; if
β = δ the only case for which the left hand side of 2.13 is not null is j
1
= 0, which gives X
k
e Π
0,k α,β
+ X
k ∈I
a
e Γ
k α,β
≤ X
l
Π
0,l γ,β
+ X
l ∈I
b
Γ
l γ,β
. Since N = 1, the value K = 1 covers all possible sets I
a
and I
b
, namely I
a
= {k : m
1
≥ k 0} and I
b
= {γ − α + m
1
≥ l 0}. If m
1
0, we get 2.15. If γ = α and m
1
= 0 we get 2.16. One can prove 2.17 in a similar way.
If β = δ and γ ≥ α, Formula 2.15 expresses that the sum of the addition rates of the smaller
process on y in state β must be smaller than the corresponding addition rates on y of the larger
process on y in the same state. If β = δ and γ = α we also need that the birth rate of the smaller
process on y is smaller than the one of the larger process, that is 2.16. Conditions 2.17–2.18 have a symmetric meaning with respect to subtraction of particles from x.
Remark 2.8. If f S = S , when α = γ and β = δ conditions 2.16, 2.18 are trivially satisfied, and
we only have to check 2.15 when α γ and 2.17 when β δ.
Proposition 2.7 will be used in a companion paper for metapopulation models, see [3]. If R
0,k α,β
= 0 for all
α, β, k, the model is the reaction diffusion process studied by Chen see [4] and the attractiveness Conditions 2.15, 2.17 the only ones by Remark 2.8 reduce to
Γ
1 α,β
≤ Γ
1 γ,β
if γ α;
Γ
1 α,δ
≥ Γ
1 α,β
if δ β.
In other words we need Γ
1 α,β
to be non decreasing with respect to α for each fixed β, and non
increasing with respect to β for each fixed α. In [4], the author introduces several couplings in
order to find ergodicity conditions of reaction diffusion processes. All these couplings are identical to the coupling
H introduced in Section 3.2 and detailed in Appendix A if N = 1, on configurations where an addition or a subtraction of particles may break the partial order, but differ from
H on configurations where it cannot happen.
113
2.2.2 Multitype contact processes
If Γ
k α,β
= e Γ
k α,β
= 0, for all α, β ∈ X
2
, k ≥ 0, that is when no jumps of particles are present, all
rates are contact-type interactions. Such a process is called multitype contact process. Conditions 2.13–2.14 reduce to: for all
α, β ∈ X
2
, γ, δ ∈ X
2
, α, β ≤ γ, δ, h
1
≥ 0, j
1
≥ 0, i
X
k δ−β+ j
1
e Π
0,k α,β
≤ X
l j
1
Π
0,l γ,δ
; ii
X
k h
1
e Π
−k,0 α,β
≥ X
l γ−α+h
1
e Π
−l,0 γ,δ
. 2.19
Many different multitype contact processes have been used to study biological models. We propose some examples with the corresponding conditions. Since the state space Ω =
{0, 1, . . . , M}
Z
d
where M
∞ is compact, we refer to the construction in [11].
Spread of tubercolosis model [17]. Here M represents the number of individuals in a population at a site x
∈ Z
d
. The transitions are: P
1 β
= φβ1l
{0≤β≤M−1}
, R
0,1 α,β
= 2dλα1l
{β=0}
, P
−β β
= 1l
{1≤β≤M}
, px, y =
1 2d
1l
{x∼ y}
. where y
∼ x is one of the 2d nearest neighbours of site x. Given two systems with parameters
λ, φ, M and λ, φ, M , the proof of [17, Proposition 1] reduces to check Conditions 2.19:
φβ1l
{0≤β≤M−1}
+ 2dλα1l
{β=0}
≤φδ1l
{0≤δ≤M−1}
+ 2dλγ1l
{δ=0}
, if
β = δ, j
1
= 0 1l
{1≤α≤M,αh
1
}
≥1l
{1≤γ≤M,γγ−α+h
1
}
, if
γ ≥ α, h
1
≥ 0 which are satisfied if
λ ≤ λ, φ ≤ φ and M ≤ M. In the following examples we suppose f
S = S , that is we consider necessary and sufficient conditions for attractiveness.
2 -type contact process [14]. In this model M = 2. Since a value on a given site does not
represent the number of particles on that site, we write the state space {A, B, C}
Z
d
. The value B represents the presence of a type-B species, C the presence of a type-C species and A an empty site.
If A = 0, B = 1, C = 2 then the transitions are R
0,1 α,β
= 2dλ
1
1l
{α=1,β=0}
, R
0,2 α,β
= 2dλ
2
1l
{α=2,β=0}
, P
−β β
= 1l
{1≤β≤2}
, px, y =
1 2d
1l
{x∼ y}
. By taking h
1
= 0, Condition 2.19 is X
k δ−β
1l
{k=1}
2d λ
1
1l
{α=1,β=0}
+1l
{k=2}
2d λ
2
1l
{α=2,β=0}
≤ 2dλ
1
1l
{γ=1,δ=0}
+ 2dλ
2
1l
{γ=2,δ=0}
; By taking
β = 0, δ = 1, α = γ = 2 we get 2dλ
2
≤ 0, which is not satisfied since λ
2
0. As already observed, see [20, Section 5.1], one can get an attractive process by changing the order between
species: namely by taking A = 1, B = 0 and C = 2 the process is attractive.
114
2.2.3 Conservative dynamics
If Π
0,k α,β
= 0, for all α, β ∈ X
2
, k ∈ N, we get a particular case of the model introduced in [8],
for which neither particles births nor deaths are allowed, and the particle system is conservative. Suppose that in this model the rate Γ
k α,β
y − x has the form Γ
k α,β
p y − x for each k, α, β. Necessary
and sufficient conditions for attractiveness are given by [8, Theorem 2.21]: X
k δ−β+ j
Γ
k α,β
p y − x ≤
X
l j
Γ
l γ,δ
p y − x
for each j ≥ 0
2.20 X
k h
Γ
k α,β
p y − x ≥
X
l γ−α+h
Γ
l γ,δ
p y − x
for each h ≥ 0
2.21 while 2.13
− 2.14 become X
k ∈I
a
Γ
k α,β
p y − x ≤
X
l ∈I
b
Γ
l γ,δ
p y − x
2.22 X
k ∈I
d
Γ
k α,β
p y − x ≥
X
l ∈I
c
Γ
l γ,δ
p y − x
2.23 for all I
a
, I
b
, I
c
and I
d
given by Theorem 2.4.
Proposition 2.9. Conditions 2.20–2.21 and Conditions 2.22–2.23 are equivalent.
Proof. . By choosing j
i
= j, h
i
= h and m
i
= m N α, β ∨ N γ, δ for each i in Theorem 2.4, Conditions 2.22–2.23 imply 2.20–2.21. For the opposite direction, by subtracting 2.21
with h = m
i
δ − β + j
i
to 2.20 with j = j
i
X
m
i
≥kδ−β+ j
i
Γ
k α,β
p y − x ≤
X
γ−α+m
i
≥l
′
j
i
Γ
l
′
γ,δ
p y − x
2.24 and we get 2.22 by summing K times 2.24 with different values of j
i
, m
i
, 1 ≤ i ≤ K. Condition
2.23 follows in a similar way.
2.2.4 Metapopulation model with Allee effect and mass migration
The third model investigated in [3] is a metapopulation dynamics model where migrations of many individuals per time are allowed to avoid the biological phenomenon of the Allee effect see [1],
[19]. The state space is compact and on each site x ∈ Z
d
there is a local population of at most M individuals. Given M
≥ M
A
0, M N 0, φ, φ
A
, λ positive real numbers, the transitions are
P
1 β
= β1l
{β≤M−1}
P
−1 β
= β φ
A
1l
{β≤M
A
}
+ φ1l
{M
A
β}
Γ
k α,β
= ¨
λ α − k ≥ M − N and β + k ≤ M, otherwise.
for each α, β ∈ X , and px, y =
1 2d
1l
{ y∼x}
. In other words each individual reproduces with rate 1, but dies with different rates: either
φ
A
if the local population size is smaller than M
A
Allee effect or
φ if it is larger. When a local population has more than M − N individuals a migration of more than one individual per time is allowed. Such a process is attractive by [3, Proposition 5.1, where
N and M play opposite roles], which is an application of Theorem 2.4.
115
2.2.5 Individual recovery epidemic model
We apply Theorem 2.4 to get new ergodicity conditions for a model of spread of epidemics. The most investigated interacting particle system that models the spread of epidemics is the contact
process, introduced by Harris [10]. It is a spin system η
t t
≥0
on {0, 1}
Z
d
ruled by the transitions η
t
x = 0 → 1 at rate X
y ∼x
η
t
y η
t
x = 1 → 0 at rate 1 See [11] and [12] for an exhaustive analysis of this model.
In order to understand the role of social clusters in the spread of epidemics, Schinazi [17] intro- duced a generalization of the contact process. Then, Belhadji [2] investigated some generalizations
of this model: on each site in Z
d
there is a cluster of M ≤ ∞ individuals, where each individual can
be healthy or infected. A cluster is infected if there is at least one infected individual, otherwise it is healthy. The illness moves from an infected individual to a healthy one with rate
φ if they are in the same cluster. The infection rate between different clusters is different: the epidemics moves from
an infected individual in a cluster y to an individual in a neighboring cluster x with rate λ if x is
healthy, and with rate β if x is infected.
We focus on one of those models, the individual recovery epidemic model in a compact state space: each sick individual recovers after an exponential time and each cluster contains at most M individ-
uals. The non-null transition rates are
R
0,k ηx,η y
= ¨
2d ληx
k = 1 and η y = 0
2d βηx k = 1 and 1 ≤ η y ≤ M − 1,
2.25
P
k η y
=
γ k = 1 and
η y = 0 φη y k = 1 and 1 ≤ η y ≤ M − 1
η y k =
−1 and 1 ≤ η y ≤ M, 2.26
px, y = 1
2d 1l
{ y∼x}
for each x, y ∈ S
2
. 2.27
and Γ
k ηx,η y
= 0 for all k ∈ N. The rate γ represents a positive “pure birth” of the illness: by setting γ = 0, we get the epidemic model in [2], where the author analyses the system with M ∞ and
M = ∞ and shows [2, Theorem 14] that different phase transitions occur with respect to λ and φ.
Moreover [2, Theorem 15], if λ ∨ β
1 − φ
2d 2.28
the disease dies out for each cluster size M . By using the attractiveness of the model we improve this ergodicity condition. Notice that a depen-
dence on the cluster size M appears.
Theorem 2.10. Suppose
λ ∨ β 1
− φ 2d1
− φ
M
, 2.29
with φ 1 and either i γ = 0, or ii γ 0 and β − λ ≤ γ2d.
Then the system is ergodic. 116
Notice that if γ 0 and β ≤ λ hypothesis ii is trivially satisfied.
If M = 1 and γ = 0 the process reduces to the contact process and the result is a well known and
already improved ergodic result see for instance [11, Corollary 4.4, Chapter VI]; as a corollary we get the ergodicity result in the non compact case as M goes to infinity.
In order to prove Theorem 2.10, we use a technique called u-criterion. It gives sufficient conditions on transition rates which yield ergodicity of an attractive translation invariant process. It has been
used by several authors see [4], [5], [13] for reaction-diffusion processes.
First of all we observe that
Proposition 2.11. The process is attractive for all λ, β, γ, φ, M .
Proof. . Since M = 1, then N = 1 and Conditions 2.13–2.14 reduce to 2.15, 2.17. Namely, given two configurations
η ∈ Ω, ξ ∈ Ω with ξ ≤ η, necessary and sufficient conditions for attrac- tiveness are
if ξx ηx and ξ y = η y,
R
0,1 ξx,ξ y
+ P
1 ξ y
≤ R
0,1 ηx,η y
+ P
1 η y
; P
−1 ξ y
≥ P
−1 η y
. If
ξ y = η y ≥ 1, 2dβξx ≤ 2dβηx; if ξ y = η y = 0, 2dλξx ≤ 2dληx. In all cases the condition holds since
ξ ≤ η. The key point for attractiveness is that R
0,1 ηx,η y
is increasing in ηx.
Given ε 0 and {u
l
ε}
l ∈X
such that u
l
ε 0 for all l ∈ X , let F
ε
: X × X → R
+
be defined by F
ε
x, y = 1l
{x6= y} | y−x|−1
X
j=0
u
j
ε 2.30
for all x, y ∈ X . When not necessary we omit the dependence on ε and we simply write F x, y =
1l
{x6= y} | y−x|−1
X
j=0
u
j
. Since u
l
ε 0, this is a metric on X and it induces in a natural way a metric on Ω. Namely, for each η and ξ in Ω we define
ρ
α
η, ξ := X
x ∈Z
d
F ηx, ξxαx
2.31 where
{αx}
x ∈Z
d
is a sequence such that αx ∈ R, αx 0 for each x ∈ Z
d
and X
x ∈Z
d
αx ∞. 2.32
Denote by Ω
m
:= {η ∈ Ω : ηx = m for each x ∈ Z
d
} and let η
M
∈ Ω
M
and η
∈ Ω which is
not an absorbing state if γ 0. The key idea consists in taking a “good sequence {u
l
}
l ∈X
and in looking for conditions on the rates under which the expected value e
E · with respect to a coupled
measure e P
of the distance between η
M t
and η
t
converges to zero as t goes to infinity, uniformly 117
with respect to x ∈ S. We will use the generator properties and Gronwall’s Lemma to prove that if
there exists ε 0 and a sequence {u
l
ε}
l ∈X
, u
l
ε 0 for all l ∈ X such that the metric F satisfies e
E L F η
t
x, η
M t
x ≤ −εe
E F
η
t
x, η
M t
x 2.33
for each x ∈ Z
d
, then e
E lim
t →∞
F η
t
x, η
M t
x = 0
2.34 uniformly with respect to x
∈ S so that the distance ρ
α
·, · between the larger and the smaller process converges to zero, and ergodicity follows.
Condition 2.33 leads to
Proposition 2.12 u-criterion. If there exists ε 0 and a sequence {u
l
ε}
l ∈X
such that for any l ∈ X
φlu
l
ε − lu
l −1
ε ≤ −ε
l −1
X
j=0
u
j
ε − ¯ u
ελ ∨ β2dl u
l
ε 0 2.35
where ¯ u
ε := max
l ∈X
u
l
ε, u
−1
= 0 by convention and u = U 0, then the system is ergodic.
Hence we are left with checking the existence of ε 0 and positive {u
l
ε}
l ∈X
which satisfy 2.35. Such a choice is not unique.
Remark 2.13. Given U = 1 0, if u
l
ε = 1 for each l ∈ X then Condition 2.35 reduces to the existence of
ε 0 such that φl − l ≤ −εl − λ ∨ β2dl for all l ∈ X , that is ε ≤ 1 − φ − λ ∨ β2d, thus Condition 2.28. Notice that in this case
F x, y =
| y−x|−1
X
j=0
1 = | y − x|.
Another possible choice is
Definition 2.14. Given ε 0 and U 0, we set u
ε = U and we define u
l
ε
l ∈X
recursively through
u
l
ε = 1
φl − ε
l −1
X
j=0
u
j
ε − Uλ ∨ β2dl + lu
l −1
ε for each l
∈ X , l 6= 0. 2.36
Definition 2.14 gives a better choice of {u
l
ε}
l ∈X
, indeed the u-criterion is satisfied under the more general assumption 2.29. Proofs of Theorems 2.10 and 2.12 are detailed in Section 4.
3 Coupling construction and proof of Theorem 2.4
In this section we prove the main result: we begin with the necessary condition, based on [8, Proposition 2.24].
118
3.1 Necessary condition
Proposition 3.1. If the particle system η
t t
≥0
is stochastically larger than ξ
t t
≥0
, then for all α, β, γ, δ ∈ X
2
× X
2
with α, β ≤ γ, δ, for all x, y ∈ S
2
, Conditions 2.13–2.14 hold. Proof. . Let
ξ, η ∈ Ω × Ω be two configurations such that ξ ≤ η. Let V ⊂ Ω be an increasing cylinder set. If
ξ ∈ V or η ∈ V ,
1l
V
ξ = 1l
V
η. 3.1
Since η
t
is stochastically larger than ξ
t
, for all t ≥ 0, by Theorem 2.2 or [11, Theorem II.2.2] if we
are interested in attractiveness e
T t1l
V
ξ ≤ T t1l
V
η since
ν ≤ ν
′
is equivalent to νV ≤ ν
′
V for all increasing sets. Combining this with 3.1, t
−1
[ e T t1l
V
ξ − 1l
V
ξ] ≤ t
−1
[T t1l
V
η − 1l
V
η], which gives, by Assumption 2.6,
f L 1l
V
ξ ≤ L 1l
V
η. 3.2
We have, by using 2.1, f
L 1l
V
ξ = X
x, y ∈S
px, y X
α,β∈X
χ
x, y α,β
ξ X
k
e Γ
k α,β
1l
V
S
−k,k x, y
ξ − 1l
V
ξ + e
Π
0,k α,β
1l
V
S
0,k x, y
ξ − 1l
V
ξ + e Π
−k,0 α,β
1l
V
S
−k,0 x, y
ξ − 1l
V
ξ = − 1l
V
ξ X
x, y ∈S
px, y X
α,β∈X
χ
x, y α,β
ξ X
k ≥0
e Γ
k α,β
1l
Ω\V
S
−k,k x, y
ξ + e
Π
0,k α,β
1l
Ω\V
S
0,k x, y
ξ + e Π
−k,0 α,β
1l
Ω\V
S
−k,0 x, y
ξ + 1l
Ω\V
ξ X
x, y ∈S
px, y X
α,β∈X
χ
x, y α,β
ξ X
k ≥0
e Γ
k α,β
1l
V
S
−k,k x, y
ξ + e
Π
0,k α,β
1l
V
S
0,k x, y
ξ + e Π
−k,0 α,β
1l
V
S
−k,0 x, y
ξ .
3.3 We write
L 1l
V
η by using the corresponding rates of S . We fix y
∈ S, α
z
, γ
z
, β, δ ∈ X
4
with α
z
, β ≤ γ
z
, δ for all z ∈ S, z 6= y, and two configurations
ξ, η ∈ Ω × Ω such that ξz = α
z
, ηz = γ
z
, for all z ∈ S, z 6= y, ξ y = β, η y = δ. Thus ξ ≤ η.
We define the set C
+ y
of sites which interact with y with an increase of the configuration on y, C
+ y
= n
z ∈ S : pz, y 0 and
X
k
e Γ
k α
z
, β
+ Γ
k γ
z
, δ
+ e Π
0,k α
z
, β
+ Π
0,k γ
z
, δ
o .
3.4 Denote by x = x
1
, . . . , x
d
the coordinates of each x ∈ S. We define, for each n ∈ N, C
+ y
n = C
+ y
∩ {z ∈ S : P
d i=1
|z
i
− y
i
| ≤ n}. We may suppose C
+ y
6= ;, since otherwise 2.13–2.14 would be 119
trivially satisfied. Given K ∈ N, we fix {p
i z
}
i ≤K,z∈C
+ y
such that for each i, z, p
i z
∈ X and p
i z
≤ ξz. Moreover we fix
{p
i y
}
i ≤K
such that p
i y
δ, for each i. For n ∈ N, let I
y
n =
K
[
i=1
ζ ∈ Ω : ζ y ≥ p
i y
and ζz ≥ p
i z
, for all z ∈ C
+ y
n .
The union of increasing cylinder sets I
y
n is an increasing set, to which neither ξ nor η belong. We compute, using 3.3,
f L 1l
I
y
n
ξ = X
z ∈C
+ y
n
pz, y X
k
1l
S
K i=1
{α
z
−k≥p
i z
, β+k≥p
i y
}
e Γ
k α
z
, β
+ 1l
S
K i=1
{β+k≥p
i y
}
e Π
0,k α
z
, β
+ X
z ∈C
+ y
n
pz, y X
k
1l
S
K i=1
{β+k≥p
i y
}
e Γ
k α
z
, β
+ e Π
0,k α,β
L 1l
I
y
n
η = X
z ∈C
+ y
n
pz, y X
l
1l
S
K i=1
{γ
z
−l≥p
i z
, δ+l≥p
i y
}
Γ
l γ
z
, δ
+ 1l
S
K i=1
{δ+l≥p
i y
}
Π
0,l γ
z
, δ
+ X
z ∈C
+ y
n
pz, y X
l
1l
S
K i=1
{δ+l≥p
i y
}
Γ
l γ
z
, δ
+ Π
0,l γ,δ
. So, by setting
J p
z
, a, b := J {p
i z
}
i ≤K
, a, b =
K
[
i=1
{l : a − l ≥ p
i z
, b + l ≥ p
i y
}, and by 3.2, if p
1 y
:= min
i
{p
i y
}, we get X
z ∈C
+ y
n
pz, y X
k ∈Jp
z
, α
z
, β
e Γ
k α
z
, β
+ X
k ≥p
1 y
−β
e Π
0,k α
z
, β
+ X
z ∈C
+ y
n
pz, y X
k ≥p
1 y
−β
e Π
0,k α
z
, β
+ e Γ
k α
z
, β
≤ X
z ∈C
+ y
n
pz, y X
l ∈Jp
z
, γ
z
, δ
Γ
l γ
z
, δ
+ X
l ≥p
1 y
−δ
Π
0,l γ
z
, δ
+ X
z ∈C
+ y
n
pz, y X
l ≥p
1 y
−δ
Π
0,l γ
z
, δ
+ Γ
l γ
z
, δ
Taking the monotone limit n → ∞ gives
X
z ∈S
X
k ∈Jp
z
, α
z
, β
e Γ
k α
z
, β
+ X
k ≥p
1 y
−β
e Π
0,k α
z
, β
pz, y ≤
X
z ∈S
X
l ∈Jp
z
, γ
z
, β
Γ
l γ
z
, δ
+ X
l ≥p
1 y
−δ
Π
0,l γ
z
, δ
pz, y By choosing the values
α
z
≡ α, γ
z
≡ γ, p
i z
≡ p
i α
, since P
z
pz, y = 1, X
k ∈Jp
α
, α,β
e Γ
k α,β
+ X
k ≥p
1 y
−β
e Π
0,k α,β
≤ X
l ∈Jp
α
, γ,δ
Γ
l γ,δ
+ X
l ≥p
1 y
−δ
Π
0,l γ,δ
. 3.5
A similar argument with C
− x
={z ∈ S : pz, y 0 and X
k
e Γ
k α,γz
+ Γ
k γ,δ
z
+ e Π
−k,0 α,β
z
+ Π
−k,0 γ,δ
z
0}
120
subsets C
− x
n, n ∈ N, {p
i z
}
z ∈C
− x
n,i≤K
∈ X , {p
i x
}
i ≤K
∈ X with p
i x
α, for each i, p
i z
≥ δ
z
, for all z
∈ C
− y
n, i ≤ K, decreasing cylinder sets D
x
n =
K
[
i=1
ζ ∈ Ω : ζx ≤ p
i x
and ζz ≤ p
i z
, for all z ∈ C
− y
n to the complement of which
ξ and η belong, and the application of inequality 3.2 to ξ, η, Ω\D
x
n which is an increasing set since it is the complement of an increasing one leads to
X
k ∈J
−
p
γ
, α,β
e Γ
k α,β
+ X
α−k≤p
1 x
e Π
−k,0 α,β
≥ X
l ∈J
−
p
γ
, γ,δ
Γ
l γ,δ
+ X
γ−l≤p
1 x
Π
−l,0 γ,δ
3.6 where p
1 x
= max
i
{p
i x
}, J
−
p
γ
, a, b := J
−
{p
i γ
}
i ≤K
, a, b =
K
[
i=1
{l : a − l ≤ p
i x
, b + l ≤ p
i γ
}. Finally, taking p
i y
= δ + j
i
+ 1, p
i α
= α − m
i
in 3.5, p
i x
= α − h
i
− 1, p
i γ
= δ + m
i
in 3.6 gives 2.13–2.14.
3.2 Coupling construction