Direct-observation conjecture for conditional mixing

Let (Xv,Yv)vZ2(X_v,Y_v)_{v\in\mathbb{Z}^2} be a hidden Markov field with E=F={1,1}E=F=\{-1,1\}. Suppose

Yv=Xvξv,Y_v=X_v\xi_v,

where (ξv)vZ2(\xi_v)_{v\in\mathbb{Z}^2} are independent and identically distributed, independent of XX, and satisfy P[ξv=1]=p\mathbf{P}[\xi_v=-1]=p. Direct-observation conditional-mixing conjecture. If the underlying random field XX is mixing, then the model is conditionally mixing. This is the spatial analogue of the filter-stability conjecture and expresses the expectation that conditioning preserves mixing when the observation mechanism has no symmetry. The claim is presented as open; conditional mixing can fail in models with observation symmetries.

Sources & referencesView supporting material

Primary source

Patrick Rebeschini and Ramon van Handel, “Phase Transitions in Nonlinear Filtering”, arXiv:1401.6450 (2014).

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