A family of stationary processes with infinite memory having the same \(p\)-marginales. Ergodic and spectral properties (Q2773263)
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scientific article; zbMATH DE number 1709856
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| English | A family of stationary processes with infinite memory having the same \(p\)-marginales. Ergodic and spectral properties |
scientific article; zbMATH DE number 1709856 |
Statements
21 February 2002
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Chapman-Kolmogorov measure
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Markov chain
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infinite memory process
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mixing subsets
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spectral type
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integral over an automorphism
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stationary processes with infinite memory
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0.86073065
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0.8592689
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0.8592585
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0.8584916
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0.8535382
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0.8528819
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A family of stationary processes with infinite memory having the same \(p\)-marginales. Ergodic and spectral properties (English)
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The authors define a large family of ergodic non-Markovian processes with infinite memory having the same \(p\)-dimensional marginal laws of an arbitrary ergodic Markov chain or projection of Markov chains. Spectral and mixing properties along with the Chapman-Kolmogorov type equations are investigated for the infinite memory processes, as well.
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