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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1968 Volume 13, Issue 2, Pages 201–229 (Mi tvp839)

This article is cited in 476 papers

The description of the random field by its conditional distributions and its regularity conditions

R. L. Dobrushin

Moscow

Abstract: Suppose that for any finite set $\{t_1,\dots,t_n\}\subset T^\nu$, where $T^\nu$ is the $\nu$-dimensional cubic lattice, and for any $x_i$, $x(t)$, conditional probabilities
$$ \mathbf P\{\xi(t_1)=x_1,\dots,\xi(t_n)=x_n\mid\xi(t)=x(t),\ t\in T^\nu,\ t\ne t_i,\ i=1,\dots,n\} $$
corresponding to a random field with a finite number of its values $\xi(t)$ and known and have some natural properties of consistency. The problem is to find out if it is possibjle to find absolute probabilities $\mathbf\{\xi(t_1)=x_1,\dots,\xi(t_n)=x_n\}$, by which the given family of conditional probabilities is generated. It is proved that there exists a solution of this, problem and that in case $\nu=1$ it is unique. For $\nu>1$, the uniqueness can be proved if conditional distributions are close in a certain sense to those of a field of independent variables. Some systems of statistical physics with phase transitions give us examples when the solution is not unique. In more detail this question is considered in [4]. We prove also that the uniqueness is equivalent to one of the forms of regularity conditions of the field.

Received: 20.04.1967


 English version:
Theory of Probability and its Applications, 1968, 13:2, 197–224

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