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Volumn 96, Issue 1, 2001, Pages 99-121

Convergence of locally and globally interacting Markov chains

Author keywords

60J10; 60J20; 60K35; Contraction techniques; Convergence of Markov chains; Gibbs measures; Markov chains on infinite product spaces

Indexed keywords


EID: 18044404678     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(01)00110-7     Document Type: Article
Times cited : (18)

References (10)
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    • Brock W.A., Hommes C. A rational route to randomness. Econometrica. 65(5):1997;1059-1095.
    • (1997) Econometrica , vol.65 , Issue.5 , pp. 1059-1095
    • Brock, W.A.1    Hommes, C.2
  • 2
    • 0009859425 scopus 로고
    • Macroscopic convergence of Markov chains on infinite product spaces
    • Janos Bolyai, Esztergom
    • Föllmer, H., 1979a. Macroscopic convergence of Markov chains on infinite product spaces. In: Colloquium on Random Fields, Ungarn. Math. Soc. Janos Bolyai, Esztergom, pp. 363-371.
    • (1979) In: Colloquium on Random Fields, Ungarn. Math. Soc. , pp. 363-371
    • Föllmer, H.1
  • 3
    • 0001467411 scopus 로고
    • Tail Structure of Markov Chains on Infinite Product Spaces
    • Föllmer H. Tail Structure of Markov Chains on Infinite Product Spaces. Z. Wahrscheinlichkeitstheorie Verw. Geb. 50:1979;273-285.
    • (1979) Z. Wahrscheinlichkeitstheorie Verw. Geb. , vol.50 , pp. 273-285
    • Föllmer, H.1
  • 4
    • 0000210124 scopus 로고
    • Stock Price Fluctuation as a Diffusion in a Random Environment
    • Föllmer H. Stock Price Fluctuation as a Diffusion in a Random Environment. Philos. Trans. Roy Soc. London, Ser. A. 1684:1994;471-483.
    • (1994) Philos. Trans. Roy Soc. London, Ser. a , vol.1684 , pp. 471-483
    • Föllmer, H.1
  • 7
    • 0043007327 scopus 로고    scopus 로고
    • Asymptotics of locally interacting Markov chains with global signals
    • Humboldt-Universität zu Berlin
    • Horst, U., 2001. Asymptotics of locally interacting Markov chains with global signals. Working paper, Humboldt-Universität zu Berlin.
    • (2001) Working Paper
    • Horst, U.1
  • 8
    • 21044442631 scopus 로고
    • Statistical mechanics of probabilistic cellular automata
    • Lebowitz J.L., Maes C., Speer E.R. Statistical mechanics of probabilistic cellular automata. J. Stastist. Phys. 59:1990;117-170.
    • (1990) J. Stastist. Phys. , vol.59 , pp. 117-170
    • Lebowitz, J.L.1    Maes, C.2    Speer, E.R.3
  • 10
    • 0002721507 scopus 로고
    • Markov processes over denumerable product of spaces describing large systems of automata
    • Vasserstein L.N. Markov processes over denumerable product of spaces describing large systems of automata. Problemy Peredachi Informatsii. 5:1969;64-72.
    • (1969) Problemy Peredachi Informatsii , vol.5 , pp. 64-72
    • Vasserstein, L.N.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.