Markovianity in space and time

M.N.M. Lieshout, van

    Research output: Chapter in Book/Report/Conference proceedingChapterAcademic

    Abstract

    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.
    Original languageEnglish
    Title of host publicationDynamics & stochastics : Festschrift in honor of M.S. Keane
    EditorsD. Denteneer, F. Hollander, den, E. Verbitskiy
    Place of PublicationBeachwood OH, USA
    PublisherInstitute for Mathematical Statistics
    Pages154-168
    ISBN (Print)0-940600-64-1
    DOIs
    Publication statusPublished - 2006

    Publication series

    NameInstitute of Mathematical Statistics Lecture Notes - Monograph Series
    Volume48

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