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scientific article; zbMATH DE number 176115
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scientific article; zbMATH DE number 176115 |
Statements
18 May 1993
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block factors
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dynamical systems
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invariant cones
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Hilbert space representation
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0.9848769
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0.9445617
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0.90954757
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0.86557937
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[For the entire collection see Zbl 0752.00048.] The authors discuss \(1\)-dependent processes, i.e. discrete time processes in which observations more than 1 time interval apart are independent. A Hilbert space representation is presented and it is shown that all \(1\)- dependent processes admit such a representation. The form of the \(1\)- dependent process depends upon the geometry of cones in this Hilbert space, and the representation allows exploration of \(1\)-dependent processes other than 2-block factors of independent sequences, i.e. processes \(\{X_ n\}\) which have the form \(X_ n=f(Y_ n,Y_{n+1})\) where \(\{Y_ n\}\) is an i.i.d. sequence.
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