Time-Like Graphical Models

ISBN-13: 9781470436858 / Angielski / Miękka / 2019 / 174 str.

Tvrtko Tadic

Spis treści

• Introduction
• Part 1. Construction and properties: Geometry of time-like graphs
• Processes indexed by time-like graphs
• Markov properties of processes indexed by TLG's
• Filtrations, martingales and stopping times
• Part 2. Natural Brownian motion and the stochastic heat equation: Maximums of Gaussian processes
• Random walk and stochastic heat equation reviewed
• Limit of the natural Brownian motion on a rhombus grid
• Part 3. Processes on general and random time-like graphs: Non-simple TLG's
• Processes on non-simple TLG's
• Galton-Watson time-like trees and the Branching Markov processes
• Open questions and appendix: Open questions
• Appendix A. Independence and processes
• Acknowledgments
• Bibliography
• Index.