Известия НАН Армении: Математика, Том 46, № 2 (2011)

Description of Random Fields by Means of One-point Finite-conditional Distributions

A. S. Dalalyan, B. S. Nahapetian

Аннотация


The aim of this note is to investigate the relationship between strictly positive random fields on a lattice ${\mathbb Z}^\nu$ and the conditional probability measures at one point given the values on a finite subset of the lattice ${\mathbb Z}^\nu$. We exhibit necessary and sufficient conditions for a one-point finite-conditional system to correspond to a unique strictly positive probability measure. It is noteworthy that the construction of the aforementioned probability measure is done explicitly by some simple procedure. Finally, we introduce a condition on the one-point finite conditional system that is sufficient for ensuring the mixing of the underlying random field.