1.

Record Nr.

UNINA9910810637603321

Autore

Tadić Tvrtko

Titolo

Time-like graphical models / / Tvrtko Tadić

Pubbl/distr/stampa

Providence, RI : , : American Mathematical Society, , [2019]

©2019

ISBN

1-4704-5416-5

Descrizione fisica

1 online resource (184 pages) : color illustrations

Collana

Memoirs of the American Mathematical Society, , 0065-9266 ; ; September 2019, volume 261, number 1262

Classificazione

60G2060G6060H1560J6560J8062H0505C99

Disciplina

519.2/3

Soggetti

Graphical modeling (Statistics)

Mathematical statistics - Graphic methods

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Nota di bibliografia

Includes bibliographical references and index.

Sommario/riassunto

"We study continuous processes indexed by a special family of graphs. Processes indexed by vertices of graphs are known as probabilistic graphical models. In 2011, Burdzy and Pal proposed a continuous version of graphical models indexed by graphs with an embedded time structure - so called time-like graphs. We extend the notion of time-like graphs and find properties of processes indexed by them. In particular, we solve the conjecture of uniqueness of the distribution for the process indexed by graphs with infinite number of vertices. We provide a new result showing the stochastic heat equation as a limit of the sequence of natural Brownian motions on time-like graphs. In addition, our treatment of time-like graphical models reveals connections to Markov random fields, martingales indexed by directed sets and branching Markov processes"--