Mixture representation of stationary measures for general KCM via bootstrap percolation components
Prove that for any kinetically constrained model (KCM), every stationary measure μ can be represented as μ = ∫_{β∈𝔈} π_β dμ_*(β), where 𝔈 is the set of configurations stable under the associated bootstrap percolation, μ_* is a probability measure on 𝔈, and π_β is the Bernoulli(q) product measure conditioned on the bootstrap percolation limit being β.
References
In view of the discussion above and of Theorem \ref{thm:d-East}, we propose the following conjecture. Let $\mu$ be a stationary measure of a KCM. Then there exists a probability measure $\mu_{}$ on $\mathcal{E}$ such that $\mu=\int_{\mathcal{E}} d\mu_{}(\beta)\pi_{\beta}$, where $\pi_{\beta}$ is given by the measure $\pi$ conditioned on the event ${\bp{\eta}{}=\beta}$.
— Long time behaviour of one facilitated kinetically constrained models: results and open problems
(2510.20461 - Martinelli et al., 23 Oct 2025) in Section 2 (A general result on the stationary measures), Conjecture 1bis