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20th of April 2016
Submit your abstract and participate to the Second Conference of European Statistics Stakeholders, that will be held in Budapest, 20-21, October 2016. Read more...

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One-sided versus two-sided points of view

Where:  TU Delft, Faculty EWI, Mekelweg 4, Lecture hall G.
When:  16th of October 2017 tot 13th of October 2017

On Monday (16/10/2017), we have another interesting talk in our Probability and Statistics seminar series at TU Delft.
All of you are very welcome.

Aernout van Enter (University of Groningen)

When: Monday October 16th, 16:00
Where: TU Delft, Faculty EWI, Mekelweg 4, Lecture hall G.

One-sided versus two-sided points of view

Finite-state, discrete-time Markov chains coincide with Markov fields on $mathbb Z$, (which are nearest-neighbour Gibbs measures in one dimension). That is, the one-sided Markov property and the two-sided Markov property are equivalent.

We discuss to what extent this remains true if we try to weaken the Markov property to the almost Markov property, which is a form of continuity of conditional probabilities. The generalization of the one-sided Markov measures leads to the so-called "g-measures" (aka "chains with complete connection", "uniform martingales",..), whereas the two-sided generalization leads to the class of Gibbs or DLR measures, as studied in statistical mechanics. It was known before that there exist g-measures which are not Gibbs measures. It is shown here that neither class includes the other.

We consider this issue in particular on the example of long-range, Dyson model, Gibbs measures.

(Work with R.Bissacot, E.Endo and A. Le Ny)

More information:  [comment]
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Lunteren Meeting

`De Werelt' in Lunteren
13th of November 2017 - 15th of November 2017 Read more...

YEQT workshop

Eurandom
11th of December 2017 - 15th of December 2017 Read more...



7th Stochastic Modelling meeting (StochMod 2018)

13th of June 2018 - 15th of June 2018 Read more...


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