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Markovianity in space and time

M. N. M. van Lieshout
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Abstract

. Markov chains in time, such as simple random walks, are at the heart of probability. In space, due to the absence of an obvious definition of past and future, a range of definitions of Markovianity have been proposed. In this paper, after a brief review, we introduce a new concept of Markovianity that aims to combine spatial and temporal conditional independence.

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M. N. M. van Lieshout. 2006-08-10. Markovianity in space and time. https://doi.org/10.1214/074921706000000185

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