Strong Markov Properties for Markov Random Fields

Kimberly K. J. Kinateder ()
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Kimberly K. J. Kinateder: Wright State University

Journal of Theoretical Probability, 2000, vol. 13, issue 4, 1101-1114

Abstract: Abstract Markov properties and strong Markov properties for random fields are defined and discussed. Special attention is given to those defined by I. V. Evstigneev. The strong Markov nature of Markov random fields with respect to random domains such as [0, L], where L is a multidimensional extension of a stopping time, is explored. A special case of this extension is shown to generalize a result of Merzbach and Nualart for point processes. As an additional example, Evstigneev's Markov and strong Markov properties are considered for independent increment jump processes.

Keywords: Markov random field; stopping line; strong Markov (search for similar items in EconPapers)
Date: 2000
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DOI: 10.1023/A:1007822209798

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