Markov and Almost Markov Properties in One, Two or More Directions

Autor: van Enter, Aernout C.D., Ny, Arnaud Le, Paccaut, Frédéric
Přispěvatelé: Dynamical Systems, Geometry & Mathematical Physics
Jazyk: angličtina
Rok vydání: 2021
Předmět:
Zdroj: Markov Processes and Related Fields, 27(3), 315-337
ISSN: 1024-2953
Popis: In this review-type paper written at the occasion of the Oberwolfach workshop {\em One-sided vs. Two-sided stochastic processes} (february 22-29, 2020), we discuss and compare Markov properties and generalisations thereof in more directions, as well as weaker forms of conditional dependence, again either in one or more directions. In particular, we discuss in both contexts various extensions of Markov chains and Markov fields and their properties, such as $g$-measures, Variable Length Markov Chains, Variable Neighbourhood Markov Fields, Variable Neighbourhood (Parsimonious) Random Fields, and Generalized Gibbs Measures.
arXiv admin note: substantial text overlap with arXiv:1812.06155
Databáze: OpenAIRE