Almost sure convergence of multiparameter martingales for Markov random fields

DOI10.1214/AOP/1176993378MaRDI QIDQ793437zbMATH OpenOpenAlexFDO

Authors Hans Föllmer

Publication date 1984

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176993378

zbMATH Keywords

Dobrushin's uniqueness conditionMarkov random fieldtwo-parameter martingales

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Random fields (60G60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20)

Review text

A sufficient condition for almost sure (a.s.) convergence of bounded two- parameter martingales is the conditional independence of the underlying filtration. The author proves a.s. convergence under a weaker condition in the case where the filtration is generated by a Markov random field. He shows that bounded two-parameter martingales converge a.s. if the interaction matrix of the conditional probabilities associated with the Markov random field is bounded in the sense of Dobrushin's uniqueness condition. (This condition implies that the field is uniquely determined by its conditional probabilities). Moreover, the author constructs a Markov random field which admits no phase transition, but does admit a bounded martingale which fails to converge a.s.

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Cited in

(6)

• On multiparameter ergodic and martingale theorems in infinite measure spaces
• scientific article; zbMATH DE number 4104114 (Why is no real title available?)
• scientific article; zbMATH DE number 78020 (Why is no real title available?)
• Convergence of Markovian stochastic approximation for Markov random fields with hidden variables
• Autoregressive type martingale fields
• Examples and counterexamples to almost-sure convergence of bilateral martingales

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