Stochastic processes with Gaussian interaction of components

DOI10.1007/BF00575524MaRDI QIDQ3908300zbMATH OpenFDO

Authors Chengtan Hsiao

Publication date 1982

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00575524

zbMATH Keywords

ergodic theoremsGaussian interaction of componentsinfinite systems

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Cites work

• scientific article; zbMATH DE number 3694340 (Why is no real title available?)
• scientific article; zbMATH DE number 3787765 (Why is no real title available?)
• scientific article; zbMATH DE number 3565914 (Why is no real title available?)
• scientific article; zbMATH DE number 3399886 (Why is no real title available?)
• scientific article; zbMATH DE number 3194856 (Why is no real title available?)
• Infinite-Dimensional Markov Processes with Almost Local Interaction of Components
• The Martin Boundary for Random Walk

Cited in

(5)

• Gaussian random sequences with local interaction
• Stability of infinite systems of stochastic equations
• Harness processes and non-homogeneous crystals
• No phase transition for Gaussian fields with bounded spins
• Harness processes and harmonic crystals

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