login

Physical nearest-neighbour models and non-linear time-series

Journal of Applied ProbabilityPublished 1 June 1971
M. S. Bartlett
Citations78
SJR quartileQ2
SJR score0.53
SNIP0.91

Abstract

A general class of spatial-temporal Markov processes is defined leading to the standard spatial equilibrium distribution for nearest-neighbour models on a multi-dimensional lattice. Physical properties are obtainable from the marginal spatial spectral function. However, only the simplest one-dimensional case corresponds to a linear model with a readily derived spectrum. Non-linear models corresponding to two- and three-dimensional lattices are presented in their simplest terms, and a preliminary discussion of approximate solutions is included.

Keywords

Economics, Econometrics and FinancePhysics and AstronomyEnvironmental Science