Time-like graphical models / Tvrtko Tadić.

The author studies continuous processes indexed by a special family of graphs. Processes indexed by vertices of graphs are known as probabilistic graphical models. In 2011, Burdzy and Pal proposed a continuous version of graphical models indexed by graphs with an embedded time structure-- so-called...

Full description

Saved in:
Bibliographic Details
Main Author: Tadić, Tvrtko (Author)
Format: eBook
Language:English
Published: Providence, RI : American Mathematical Society, [2019]
Series:Memoirs of the American Mathematical Society ; no. 1262.
Subjects:
Online Access:Click for online access

MARC

LEADER 00000cam a2200000 i 4500
001 on1130900404
003 OCoLC
005 20240623213015.0
006 m o d
007 cr cnu---unuuu
008 200118t20192019riua ob 001 0 eng d
010 |a  2020023174 
040 |a EBLCP  |b eng  |e rda  |e pn  |c EBLCP  |d YDXIT  |d N$T  |d OCLCF  |d OCLCQ  |d YDX  |d UIU  |d UKAHL  |d OCLCQ  |d UX1  |d VT2  |d K6U  |d OCLCO  |d GZM  |d OCLCQ  |d OCLCO  |d S9M  |d OCLCL  |d SXB 
019 |a 1130765898  |a 1266287113 
020 |a 1470454165  |q (electronic book) 
020 |a 9781470454166  |q (electronic bk.) 
020 |z 147043685X 
020 |z 9781470436858 
020 |z 9781470454173  |q (ebook) 
035 |a (OCoLC)1130900404  |z (OCoLC)1130765898  |z (OCoLC)1266287113 
050 4 |a QA273.5  |b .T33 2019 
049 |a HCDD 
100 1 |a Tadić, Tvrtko,  |e author. 
245 1 0 |a Time-like graphical models /  |c Tvrtko Tadić. 
264 1 |a Providence, RI :  |b American Mathematical Society,  |c [2019] 
264 4 |c ©2019 
300 |a 1 online resource (vii, 184 pages) :  |b illustrations 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
490 1 |a Memoirs of the American Mathematical Society ;  |v number 1262 
505 0 |a Cover -- Title page -- Introduction -- Construction and properties -- Natural Brownian motion and the stochastic heat equation -- Processes on general and random time-like graphs -- Open questions and appendix -- Part 1 . Construction and properties -- Chapter 1. Geometry of time-like graphs -- 1.1. Basic definitions -- 1.2. TLG* family -- 1.3. Consistent representation of a TLG*-tower, spines and (re)construction -- 1.4. Interval TLG*'s -- 1.5. Topology on TLG's -- 1.6. TLG* as a topological lattice -- 1.7. Cell collapse transformation and the stingy algorithm 
505 8 |a 1.8. TLG's with infinitely many vertices -- Chapter 2. Processes indexed by time-like graphs -- 2.1. Spine-Markovian property -- 2.2. Consistent distributions on paths -- 2.3. Construction from a consistent family -- 2.4. Processes on TLG's with infinite number of vertices -- Chapter 3. Markov properties of processes indexed by TLG's -- 3.1. Cell-Markov properties -- 3.2. Graph-Markovian and time-Markovian property -- 3.3. Processes on TLG's for Markov family \cM -- 3.4. Homogeneous Markov family \cM_{\cP} -- 3.5. Three simple examples -- Chapter 4. Filtrations, martingales and stopping times 
505 8 |a 4.1. Expanding the filtrations -- 4.2. Markov martingales -- 4.3. Optional sampling theorem for martingales indexed by directed sets -- 4.4. TLG -- valued stopping times -- 4.5. A simple coupling and branching process -- Part 2 . Natural Brownian motion and the stochastic heat equation -- Chapter 5. Maximums of Gaussian processes -- 5.1. Sequence of Brownian bridges -- 5.2. Sequence of normal variables -- 5.3. Some concentration and convergence results -- Chapter 6. Random walk and stochastic heat equation reviewed -- 6.1. Modification of the Local Limit Theorem 
505 8 |a 6.2. Approximations of the classical heat equation solution -- 6.3. Euler method for the stochastic heat equation -- 6.4. Convergence of interpolation of the Euler method -- 6.5. Euler method with initial value condition and no external noise -- Chapter 7. Limit of the natural Brownian motion on a rhombus grid -- 7.1. Natural Brownian motion on a rhombus grid -- 7.2. Network of Brownian bridges -- 7.3. The main result -- Part 3 . Processes on general and random time-like graphs -- Chapter 8. Non-simple TLG's -- 8.1. New definitions -- 8.2. Embedding TLG's into simple TLG's -- 8.3. TLG** family 
505 8 |a Chapter 9. Processes on non-simple TLG's -- 9.1. Processes on TLG** -- 9.2. Properties of constructed processes -- 9.3. Properties for Markov family \cM -- 9.4. Processes on time-like trees -- Chapter 10. Galton-Watson time-like trees and the Branching Markov processes -- 10.1. TLG's with an infinite number of vertices -- 10.2. Galton -Watson time-like tree -- 10.3. Processes on TLG**'s with infinite number of vertices -- 10.4. Natural \cP-Markov process -- 10.5. Branching \cP-Markov process -- Open questions and appendix -- Chapter 11. Open questions -- 11.1. Construction of process on all TLG's 
500 |a 11.2. Reconstruction of TLG's based on the process 
520 |a The author studies continuous processes indexed by a special family of graphs. Processes indexed by vertices of graphs are known as probabilistic graphical models. In 2011, Burdzy and Pal proposed a continuous version of graphical models indexed by graphs with an embedded time structure-- so-called time-like graphs. The author extends the notion of time-like graphs and finds properties of processes indexed by them. In particular, the author solves the conjecture of uniqueness of the distribution for the process indexed by graphs with infinite number of vertices. The author provides a new resul. 
588 0 |a Online resource; title from digital title page (viewed on January 30, 2020). 
504 |a Includes bibliographical references (pages 167-168) and index. 
650 0 |a Distribution (Probability theory) 
650 7 |a distribution (statistics-related concept)  |2 aat 
650 7 |a Distribución (Teoría de probabilidades)  |2 embne 
650 7 |a Distribution (Probability theory)  |2 fast 
758 |i has work:  |a Time-like graphical models (Text)  |1 https://id.oclc.org/worldcat/entity/E39PCGCPrDT6XFvg9GpR8p7HQ3  |4 https://id.oclc.org/worldcat/ontology/hasWork 
776 0 8 |i Print version:  |a Tadić, Tvrtko.  |t Time-Like Graphical Models.  |d Providence : American Mathematical Society, ©2019  |z 9781470436858 
830 0 |a Memoirs of the American Mathematical Society ;  |v no. 1262. 
856 4 0 |u https://ebookcentral.proquest.com/lib/holycrosscollege-ebooks/detail.action?docID=5990834  |y Click for online access 
903 |a EBC-AC 
994 |a 92  |b HCD