Predictive sets

DOI10.1142/S0219493721400062MaRDI QIDQ4959355zbMATH OpenOpenAlexFDO

Authors

Publication date 13 September 2021

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1911.04935

zbMATH Keywords

Gaussian processespredictive setsreturn-times setsRiesz setsSIPszero entropy processes

Mathematics Subject Classification ID

Dynamical aspects of measure-preserving transformations (37A05) Gaussian processes (60G15) Prediction theory (aspects of stochastic processes) (60G25)

Abstract: A set $PsubsetmathbbN$ is called predictive if for any zero entropy finite-valued stationary process $(X_i{)}_{iinmathbbZ}$, $X_0$ is measurable with respect to $(X_i{)}_{iinP}$. We know that $mathbbN$ is a predictive set. In this paper we give sufficient conditions and necessary ones for a set to be predictive. We also discuss linear predictivity, predictivity among Gaussian processes and relate these to Riesz sets which arise in harmonic analysis.

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Cited in

(1)

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