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Teoriya Veroyatnostei i ee Primeneniya, 1963, Volume 8, Issue 4, Pages 451–462 (Mi tvp4692)  

This article is cited in 18 scientific papers (total in 18 papers)

Short Communications

Markov Measures and Markov Extensions

N. N. Vorob'ev

Leningrad
Abstract: Let ${\mathfrak{K}}$ be a complex with the set of vertices $M$ and $A$, $B$ and $R$ three subsets of $M$. $R$ is said to be separating $A$ and $B$ in ${\mathfrak{K}}$ (notation: $(A\mathop |\limits_R B)_\mathfrak{K}$) if any $a \in A$ and $b\in B$ are not connected in $\mathfrak{K}\setminus\cup_{r\in R}O_\mathfrak{K}r$ ($O_\mathfrak{K}r$ is the star of $r$ in $\mathfrak{K}$).
Let $S_a,a\in M$, be a finite set and $S_A=\prod_{a\in A}S_a,A\subset M$. A measure $\mu _M$ on $S_M$ is said to be Markov relative to $\mathfrak{K}$ if for any separation $(A\mathop |\limits_R B)_\mathfrak{K}$ and $x_R\in S_R$ the inequality, $\mu _M(x_R)\ne0$ implies
$$\mu _M\left(X_A\times X_B|x_R\right) \ne\mu_M\left(X_A|x_R\right)\mu_M\left(X_B|x_R\right)$$
for arbitrary $X_A\subset S_A$ and $X_B\subset S_B$.
Theorem. If the complex $\mathfrak{K}$ is regular, any consistent family of measures $\mu_\mathfrak{K}=\left\{ {\mu _K}\right\}_{K\in\mathfrak{K}}$ on $S_\mathfrak{K}=\left\{{S_K}\right\}_{K\in\mathfrak{K}}$ has a unique extension which is Markov relative to $\mathfrak{K}$.
Received: 08.01.1962
English version:
Theory of Probability and its Applications, 1963, Volume 8, Issue 4, Pages 420–429
DOI: https://doi.org/10.1137/1108047
Document Type: Article
Language: Russian
Citation: N. N. Vorob'ev, “Markov Measures and Markov Extensions”, Teor. Veroyatnost. i Primenen., 8:4 (1963), 451–462; Theory Probab. Appl., 8:4 (1963), 420–429
Citation in format AMSBIB
\Bibitem{Vor63}
\by N.~N.~Vorob'ev
\paper Markov Measures and Markov Extensions
\jour Teor. Veroyatnost. i Primenen.
\yr 1963
\vol 8
\issue 4
\pages 451--462
\mathnet{http://mi.mathnet.ru/tvp4692}
\transl
\jour Theory Probab. Appl.
\yr 1963
\vol 8
\issue 4
\pages 420--429
\crossref{https://doi.org/10.1137/1108047}
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  • https://www.mathnet.ru/eng/tvp/v8/i4/p451
  • This publication is cited in the following 18 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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