Asymptotics of locally-interacting Markov chains with global signals

Advances in Applied Probability

Volumn 34, Issue 2, 2002, Pages 416-440

  Horst, Ulrich ^a  

^a PRINCETON UNIVERSITY   (United States)

Author keywords

Behavioural finance; Gibbs measures; Local asymptotic loss of memory; Markov chains on infinite product spaces; Random systems with complete connections

Indexed keywords

ASYMPTOTIC STABILITY; CONVERGENCE OF NUMERICAL METHODS; PERTURBATION TECHNIQUES; PROBABILITY; SIGNAL PROCESSING; THEOREM PROVING;

GLOBAL SIGNALS;

MARKOV PROCESSES;

EID: 0036612932     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/1025131225     Document Type: Article

References (14)

1. A rational route to randomness
2. Description of random fields by means of conditional probabilities and the conditions of its regularity
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4. Tail structure of Markov chains on infinite product spaces
5. A covariance estimate for Gibbs measures
6. Convergence of locally and globally interacting Markov chains
7. Statistical mechanics of probabilistic cellular automata
8. Markov processes over denumerable product of spaces describing large systems of automata