We introduce an statistical mechanical formalism for the study of discrete-time stochastic processes (chains) with which we prove: (i) General properties of extremal chains, including triviality on the tail $\sigma$-algebra, short-range correlations, realization via infinite-volume limits and ergodicity. (ii) Two new sufficient conditions for the uniqueness of the consistent chain. (iii) Results on loss of memory and mixing properties for chains in the Dobrushin regime. We discuss the relationship between chains and one-dimensional Gibbs measures. We consider finite-alphabet systems, possibly with a grammar. We establish conditions for a chain to define a Gibbs measure and vice versa. We discuss the equivalence of uniqueness criteria for ch...
et Technologies de Lille Abstract. We consider the stochastic dynamics of infinitely many, interacti...
AbstractWe consider the stochastic dynamics of infinitely many, interacting random closed strings, a...
We study the ergodicity of backward product of stochastic and doubly stochastic matrices by introduc...
35 pagesInternational audienceWe introduce an statistical mechanical formalism for the study of disc...
31 pagesInternational audienceWe discuss the relationship between discrete-time processes (chains) a...
Many complexity measures are defined as the size of a minimal representation in a specific model cla...
We show how to construct a topological Markov map of the interval whose invariant probability measur...
Abstract. We prove that uniqueness of the stationary chain compatible with an attractive regular pro...
In this paper we discuss the ergodicity of stochastic and doubly stochastic chains. We define absolu...
The book develops modern methods and in particular the "generic chaining" to bound stochastic proces...
Abstract — In this paper, we investigate limiting behavior of linear dynamic systems driven by rando...
We consider the stochastic dynamics of infinitely many, interacting random closed strings, and show ...
We study the ergodicity of backward product of stochastic and doubly stochas-tic matrices by introdu...
Ende der sechziger Jahre wurde die Idee der Gibbs-Maße als stochastische Felder von Dobrushin, Lanfo...
Markov logic combines logic and probability by attaching weights to first-order formulas, and viewin...
et Technologies de Lille Abstract. We consider the stochastic dynamics of infinitely many, interacti...
AbstractWe consider the stochastic dynamics of infinitely many, interacting random closed strings, a...
We study the ergodicity of backward product of stochastic and doubly stochastic matrices by introduc...
35 pagesInternational audienceWe introduce an statistical mechanical formalism for the study of disc...
31 pagesInternational audienceWe discuss the relationship between discrete-time processes (chains) a...
Many complexity measures are defined as the size of a minimal representation in a specific model cla...
We show how to construct a topological Markov map of the interval whose invariant probability measur...
Abstract. We prove that uniqueness of the stationary chain compatible with an attractive regular pro...
In this paper we discuss the ergodicity of stochastic and doubly stochastic chains. We define absolu...
The book develops modern methods and in particular the "generic chaining" to bound stochastic proces...
Abstract — In this paper, we investigate limiting behavior of linear dynamic systems driven by rando...
We consider the stochastic dynamics of infinitely many, interacting random closed strings, and show ...
We study the ergodicity of backward product of stochastic and doubly stochas-tic matrices by introdu...
Ende der sechziger Jahre wurde die Idee der Gibbs-Maße als stochastische Felder von Dobrushin, Lanfo...
Markov logic combines logic and probability by attaching weights to first-order formulas, and viewin...
et Technologies de Lille Abstract. We consider the stochastic dynamics of infinitely many, interacti...
AbstractWe consider the stochastic dynamics of infinitely many, interacting random closed strings, a...
We study the ergodicity of backward product of stochastic and doubly stochastic matrices by introduc...