Markovianity in space and time
概率论
2007-06-13 v1 统计理论
统计理论
摘要
. Markov chains in time, such as simple random walks, are at the heart of probability. In space, due to the absence of an obvious definition of past and future, a range of definitions of Markovianity have been proposed. In this paper, after a brief review, we introduce a new concept of Markovianity that aims to combine spatial and temporal conditional independence.
引用
@article{arxiv.math/0608242,
title = {Markovianity in space and time},
author = {M. N. M. van Lieshout},
journal= {arXiv preprint arXiv:math/0608242},
year = {2007}
}
备注
Published at http://dx.doi.org/10.1214/074921706000000185 in the IMS Lecture Notes--Monograph Series (http://www.imstat.org/publications/lecnotes.htm) by the Institute of Mathematical Statistics (http://www.imstat.org)