Markov and almost Markov properties in one, two or more directions
Probability
2020-12-01 v1 Dynamical Systems
Abstract
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 -measures, Variable Length Markov Chains, Variable Neighbourhood Markov Fields, Variable Neighbourhood (Parsimonious) Random Fields, and Generalized Gibbs Measures.
Keywords
Cite
@article{arxiv.2011.14664,
title = {Markov and almost Markov properties in one, two or more directions},
author = {Aernout van Enter and Arnaud Le Ny and Frédéric Paccaut},
journal= {arXiv preprint arXiv:2011.14664},
year = {2020}
}
Comments
arXiv admin note: substantial text overlap with arXiv:1812.06155