A simple development of the Thouvenot relative isomorphism theory (Q801176)
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English | A simple development of the Thouvenot relative isomorphism theory |
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A simple development of the Thouvenot relative isomorphism theory (English)
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1984
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Let \(X, Y, Z\) be processes with finite state space such that the pair processes \((X,Y)\), \((X,Z)\) are each stationary and ergodic. Thouvenot's relative isomorphism theorem says that these two pair processes are isomorphic (via stationary codes) if a) \(X\) and \(Y\) are independent; b) \(Y\) is a \(B\) process; c) \((X,Y)\) and \((X,Z)\) have the same entropy rate; and d) the process \(Z\) satisfies a condition called ``very weak Bernoulli relative to \(X\)''. The paper under review gives a simple proof of this result. Since the Ornstein isomorphism theorem is a special case of Thouvenot's result, one has as a consequence a simple proof of Ornstein's theorem as well.
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processes with finite state space
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Thouvenot's relative isomorphism theorem
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same entropy rate
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very weak Bernoulli
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Ornstein isomorphism theorem
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