RUS  ENG
Full version
JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1984 Volume 29, Issue 1, Pages 65–78 (Mi tvp1959)

This article is cited in 3 papers

Specifications and a stopping theorem for random fields

S. E. Kuznecov

Moscow

Abstract: A family $\mathbf F=\{\mathscr F_t\}_{t\in\mathscr T}$ where $\mathscr T$ is a partially ordered set and $\mathscr F_t$ is a sub-$\sigma$-field of $\mathscr F$, is called a random field if $\mathscr F_s\subseteq\mathscr F_t$ whenever $s\le t$. We consider the problem of existence of compatible conditional distributions (specification) $ p_t(\omega,A)$, $A\in\mathscr F$ for a given random field $\mathbf F$.
Let $\mathscr T_0$ be a subset of $\mathscr T$ such that the set $\{t\,:\,t\in\mathscr T_0,\,t>s\}$ is countable for any $s\in\mathscr T$. The set $\mathscr T_0$ is called a skeleton of $\mathbf F$ if for each $t\in\mathscr T_0$ the $\sigma$-field $\mathscr F_t$ is countably generated and for each $t\in\mathscr T\diagdown\mathscr T_0$ one of the following conditions holds:
A. There exists a decreasing sequence $t^{(n)}\in\mathscr T_0$, $t^{(n)}\ge t$ such that $\displaystyle\mathscr F_t=\bigcap_n\mathscr F_{t^{(n)}}$.
B. There exists an increasing sequence $t_{(n)}\in\mathscr T_0$, $t_{(n)}\le t$ such that: (i) $\displaystyle\mathscr F_t=\bigvee_n\mathscr F_{t_{(n)}}$; (ii) if $s<t$, $s\in\mathscr T$ than $s<t_{(N)}<t$ for some $N$.
Theorem 1. Let the $\sigma$-field $\mathscr F$ be countably generated and the measure $\mathbf P$ be perfect. If the random field $\mathbf F$ has a skeleton, than it has a specification.
As examples lattice fields, generalized random fields, stochastic processes with $n$-dimensional time etc. are considered.
Under some slightly stronger conditions we prove that for any Markov time $\tau(\omega)$ the following stopping theorem holds:
$$ \mathbf P(A\mid\mathscr F_\tau)=p_{\tau(\omega)}(\omega,A) \text{ a.\,s. }\mathbf P(A\in\mathscr F). $$

For a Markov field we prove the existence of a Markov specification.

Received: 10.07.1981


 English version:
Theory of Probability and its Applications, 1985, 29:1, 66–78

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2025