Modelling processes on the Z^d-lattice

Speaker
Nishant Chandgotia, Tel-Aviv University
Date
18/03/2018 - 13:00 - 12:00Add to Calendar 2018-03-18 12:00:00 2018-03-18 13:00:00 Modelling processes on the Z^d-lattice   Suppose that we are given a stationary stochastic process {X_n}_{n\in Z}. Can we model it by another stationary stochastic process {Y_n}_{n\in Z} where Y_n can take only two values? In 1971, Krieger answered with an affirmative under certain natural assumptions. It is now well-known that the analogous result holds true for modelling stationary random fields {X_n}_{n\in Z^d} as well. What if we now constrain the stationary stochastic process {Y_n}_{n\in Z^d} to take only three values such that adjacent values are distinct? Along with Tom Meyerovitch, we find that this is true thereby answering a question of Şahin and Robinson. No background in stochastic processes or ergodic theory will be assumed. Math Colloquium room 201, bldg. 216 אוניברסיטת בר-אילן - המחלקה למתמטיקה mathoffice@math.biu.ac.il Asia/Jerusalem public
Place
Math Colloquium room 201, bldg. 216
Abstract

 

Suppose that we are given a stationary stochastic process
{X_n}_{n\in Z}. Can we model it by another stationary stochastic
process {Y_n}_{n\in Z} where Y_n can take only two values? In 1971,
Krieger answered with an affirmative under certain natural
assumptions. It is now well-known that the analogous result holds true
for modelling stationary random fields {X_n}_{n\in Z^d} as well. What
if we now constrain the stationary stochastic process {Y_n}_{n\in Z^d}
to take only three values such that adjacent values are distinct?
Along with Tom Meyerovitch, we find that this is true thereby
answering a question of Şahin and Robinson. No background in
stochastic processes or ergodic theory will be assumed.

תאריך עדכון אחרון : 13/03/2018