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VOL. 48 | 2006 Markovianity in space and time
M. N. M. van Lieshout

Editor(s) Dee Denteneer, Frank den Hollander, Evgeny Verbitskiy

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.

Information

Published: 1 January 2006
First available in Project Euclid: 28 November 2007

zbMATH: 1131.60044
MathSciNet: MR2306197

Digital Object Identifier: 10.1214/074921706000000185

Subjects:
Primary: 60D05, 60G55
Secondary: 62M30

Rights: Copyright © 2006, Institute of Mathematical Statistics

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