Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/80421
Type: Artigo de periódico
Title: REGULAR G-MEASURES ARE NOT ALWAYS GIBBSIAN
Author: Fernandez, R
Gallo, S
Maillard, G
Abstract: Regular g-measures are discrete-time processes determined by conditional expectations with respect to the past. One-dimensional Gibbs measures, on the other hand, are fields determined by simultaneous conditioning on past and future. For the Markovian and exponentially continuous cases both theories are known to be equivalent. Its equivalence for more general cases was an open problem. We present a simple example settling this issue in a negative way: there exist g-measures that are continuous and non-null but are not Gibbsian. Our example belongs, in fact, to a well-studied family of processes with rather nice attributes: It is a chain with variable-length memory, characterized by the absence of phase coexistence and the existence of a visible renewal scheme.
Subject: Discrete-time stochastic processes
g-measures
chains with complete connections
non-Gibbsianness
chains with variable-length memory
Country: EUA
Editor: Univ Washington, Dept Mathematics
Rights: aberto
Date Issue: 2011
Appears in Collections:Unicamp - Artigos e Outros Documentos

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