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Regular g-measures are not always Gibbsian


 
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1. Title Title of document Regular g-measures are not always Gibbsian
 
2. Creator Author's name, affiliation, country Roberto Fernandez; University of Utrecht; Netherlands
 
2. Creator Author's name, affiliation, country Sandro Gallo; Universidade Estadual de Campinas; Brazil
 
2. Creator Author's name, affiliation, country Gregory Maillard; CMI-LATP, Aix-Marseille University; France
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Discrete-time stochastic processes, $g$-measures, chains with complete connections, non-Gibbsianness, chains with variable-length memory
 
3. Subject Subject classification 60G10, 82B20, 37A05
 
4. Description Abstract Regular g-measures are discrete-time processes determined by conditional expectations with respect to the past. One-dimensional Gibbs measures, on the other hand, are fields determined by simultaneous conditioning on past and future. For the Markovian and exponentially continuous cases both theories are known to be equivalent. Its equivalence for more general cases was an open problem. We present a simple example settling this issue in a negative way: there exist $g$-measures that are continuous and non-null but are not Gibbsian. Our example belongs, in fact, to a well-studied family of processes with rather nice attributes: It is a chain with variable-length memory, characterized by the absence of phase coexistence and the existence of a visible renewal scheme
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2011-11-20
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1681
 
10. Identifier Digital Object Identifier 10.1214/ECP.v16-1681
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 16
 
12. Language English=en
 
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