SFB 303 Discussion Paper No. A - 371
Author: Evstigneev, I. V., and P. E. Greenwood
Title: Markov Fields over Countable Partially Ordered Sets: Extrema and Splitting
Abstract: In this paper we develop general techniques for working with discrete Markov fields. We illustrate these
techniques in a variety of random field models which have physical
interpretations.
We concentrate on the two related problems:
(a) At what random elements of the index set T is the Markov property retained?
(b) What
random transformations of the index set preserve the Markov property of the field?
Problems (a) and (b) are
fundamental in the classical theory of Markov processes (e.g. Dynkin (1965)). If the Markov property holds at a
class of random indices, the property is termed a "strong Markov" property. Results identifying such classes are
useful general tools for studying Markov random processes and fields.
Keywords:
JEL-Classification-Number:
Creation-Date: June 1993
Unfortunately this paper is not available. Please order a hardcopy via e-mail.
SFB 303 Homepage
12.10.1999, Webmaster