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 | |
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 | |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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