论文标题
相互作用的跳跃过程保留路径空间上的半全球马尔可夫随机字段
Interacting Jump Processes Preserve Semi-Global Markov Random Fields on Path Space
论文作者
论文摘要
考虑一个由图形的节点索引的相互作用粒子的系统,其顶点配备了代表模型参数(例如环境或初始数据)的标记。每个粒子都在可数的状态空间中采用值,并根据(可能是非马尔可)连续的纯跳跃过程进化,其跳跃强度仅取决于其自身的状态(或历史),标记以及状态(或历史)以及图表中粒子和边缘的标记。在跳跃强度的轻度条件下,相互作用的粒子系统的轨迹在初始条件满足相同特性时,相互作用的粒子系统的轨迹将表现出某些局部或半全球马尔可夫随机场属性。我们的结果补充了最新的作品,这些著作确定了用于相互作用扩散的局部二阶随机场属性。在跳跃过程的上下文中,我们的证明方法是不同的,并且直接在无限图上起作用,从而绕开了任何限制参数。我们的结果适用于在包括统计物理学,神经科学,流行病学和舆论动态在内的各种领域中产生的模型,并直接应用于Cayley树上相互作用粒子系统的边际分布的研究。
Consider a system of interacting particles indexed by the nodes of a graph whose vertices are equipped with marks representing parameters of the model such as the environment or initial data. Each particle takes values in a countable state space and evolves according to a (possibly non-Markovian) continuous-time pure jump process whose jump intensities depend only on its own state (or history) and marks as well as the states (or histories) and marks of particles and edges in its neighborhood in the graph. Under mild conditions on the jump intensities, it is shown that the trajectories of the interacting particle system exhibit a certain local or semi-global Markov random field property whenever the initial condition satisfies the same property. Our results complement recent works that establish the preservation of a local second-order Markov random field property for interacting diffusions. Our proof methodology in the context of jump processes is different, and works directly on infinite graphs, thereby bypassing any limiting arguments. Our results apply to models arising in diverse fields including statistical physics, neuroscience, epidemiology and opinion dynamics, and have direct applications to the study of marginal distributions of interacting particle systems on Cayley trees.