Description of random fields by systems of conditional distributions
Probability
2022-06-06 v2
Abstract
In this paper, we consider the direct and inverse problems of the description of lattice positive random fields by various systems of finite-dimensional (as well as one-point) probability distributions parameterized by boundary conditions. In the majority of cases, we provide necessary and sufficient conditions for the system to be a conditional distribution of a (unique) random field. The exception is Dobrushin-type systems for which only sufficient conditions are known. Also, we discuss possible applications of the considered systems.
Cite
@article{arxiv.2202.09158,
title = {Description of random fields by systems of conditional distributions},
author = {L. A. Khachatryan},
journal= {arXiv preprint arXiv:2202.09158},
year = {2022}
}
Comments
27 pages