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Teoriya Veroyatnostei i ee Primeneniya, 1984, Volume 29, Issue 1, Pages 65–78 (Mi tvp1959)  

This article is cited in 3 scientific papers (total in 3 papers)

Specifications and a stopping theorem for random fields

S. E. Kuznecov

Moscow
Full-text PDF (923 kB) Citations (3)
Abstract: A family $\mathbf F=\{\mathscr F_t\}_{t\in\mathscr T}$ where $\mathscr T$ is a partially ordered set and $\mathscr F_t$ is a sub-$\sigma$-field of $\mathscr F$, is called a random field if $\mathscr F_s\subseteq\mathscr F_t$ whenever $s\le t$. We consider the problem of existence of compatible conditional distributions (specification) $ p_t(\omega,A)$, $A\in\mathscr F$ for a given random field $\mathbf F$.
Let $\mathscr T_0$ be a subset of $\mathscr T$ such that the set $\{t\,:\,t\in\mathscr T_0,\,t>s\}$ is countable for any $s\in\mathscr T$. The set $\mathscr T_0$ is called a skeleton of $\mathbf F$ if for each $t\in\mathscr T_0$ the $\sigma$-field $\mathscr F_t$ is countably generated and for each $t\in\mathscr T\diagdown\mathscr T_0$ one of the following conditions holds:
A. There exists a decreasing sequence $t^{(n)}\in\mathscr T_0$, $t^{(n)}\ge t$ such that $\displaystyle\mathscr F_t=\bigcap_n\mathscr F_{t^{(n)}}$.
B. There exists an increasing sequence $t_{(n)}\in\mathscr T_0$, $t_{(n)}\le t$ such that: (i) $\displaystyle\mathscr F_t=\bigvee_n\mathscr F_{t_{(n)}}$; (ii) if $s<t$, $s\in\mathscr T$ than $s<t_{(N)}<t$ for some $N$.
Theorem 1. Let the $\sigma$-field $\mathscr F$ be countably generated and the measure $\mathbf P$ be perfect. If the random field $\mathbf F$ has a skeleton, than it has a specification.
As examples lattice fields, generalized random fields, stochastic processes with $n$-dimensional time etc. are considered.
Under some slightly stronger conditions we prove that for any Markov time $\tau(\omega)$ the following stopping theorem holds:
$$ \mathbf P(A\mid\mathscr F_\tau)=p_{\tau(\omega)}(\omega,A) \text{ a.\,s. }\mathbf P(A\in\mathscr F). $$

For a Markov field we prove the existence of a Markov specification.
Received: 10.07.1981
English version:
Theory of Probability and its Applications, 1985, Volume 29, Issue 1, Pages 66–78
DOI: https://doi.org/10.1137/1129006
Bibliographic databases:
Language: Russian
Citation: S. E. Kuznecov, “Specifications and a stopping theorem for random fields”, Teor. Veroyatnost. i Primenen., 29:1 (1984), 65–78; Theory Probab. Appl., 29:1 (1985), 66–78
Citation in format AMSBIB
\Bibitem{Kuz84}
\by S.~E.~Kuznecov
\paper Specifications and a stopping theorem for random fields
\jour Teor. Veroyatnost. i Primenen.
\yr 1984
\vol 29
\issue 1
\pages 65--78
\mathnet{http://mi.mathnet.ru/tvp1959}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=739501}
\zmath{https://zbmath.org/?q=an:0554.60060|0532.60047}
\transl
\jour Theory Probab. Appl.
\yr 1985
\vol 29
\issue 1
\pages 66--78
\crossref{https://doi.org/10.1137/1129006}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1985AFG0600006}
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  • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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