Germ-field Markov property for multiparameter processes
Vidyadhar Mandrekar (1976)
Séminaire de probabilités de Strasbourg
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Displaying similar documents to “A Markov property for two parameter Gaussian processes.”
Germ-field Markov property for multiparameter processes
On deterministic approximation of Markov processes by ordinary differential equations.
Rozonoer, L.I. (1998)
Mathematical Problems in Engineering
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The inverse of a local operator preserves the Markov property
Koichiro Iwata (1992)
Annali della Scuola Normale Superiore di Pisa - Classe di Scienze
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Construction of diffusions
Kiyosi Ito (1962)
Annales scientifiques de l'Université de Clermont. Mathématiques
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The Markov property for generalized gaussian random fields
G. Kallianpur, V. Mandrekar (1974)
Annales de l'institut Fourier
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We obtain necessary and sufficient conditions in order that a Gaussian process of many parameters (more generally, a generalized Gaussian random field in ) possess the Markov property relative to a class of open sets. The method adopted is the Hilbert space approach initiated by Cartier and Pitt. Applications are discussed.
Stationary Markov sets
Michael I. Taksar (1987)
Séminaire de probabilités de Strasbourg
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Loop-free Markov chains as determinantal point processes
Alexei Borodin (2008)
Annales de l'I.H.P. Probabilités et statistiques
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We show that any loop-free Markov chain on a discrete space can be viewed as a determinantal point process. As an application, we prove central limit theorems for the number of particles in a window for renewal processes and Markov renewal processes with Bernoulli noise.