Necessary conditions for Markovian processes on a lattice
Keyword(s):
Stationary processes which are defined on the points of a square lattice and are Markovian in various senses are considered. It is shown that a certain assumption of linearity of regression forces the spectral distribution to be of a certain explicit form, and that given this form Gaussian processes of this kind are easily constructed. Certain non-Gaussian processes satisfying the various Markovian properties are also constructed and the difference from nearest-neighbour systems emphasized. It is conjectured, but not proved, that the assumption of linearity of regression also implies Gaussianity.
1973 ◽
Vol 10
(03)
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pp. 605-612
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Keyword(s):
Keyword(s):
2021 ◽
Vol 160
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pp. 107953
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2013 ◽
Vol 138
(10)
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pp. 104118
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