An ergodic Markov chain is not determined by its two-dimensional marginal laws

DOI10.1016/S0167-7152(97)00096-5zbMath0928.60052MaRDI QIDQ1382192

D. Hamdan, Maurice Courbage

Publication date: 9 January 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (2)

An ergodic Markov chain is not determined by any \(p\)-marginals ⋮ Examples of ergodic processes uniquely determined by their two-marginal laws

Cites Work

• A class of nonmixing dynamical systems with monotonic semigroup property
• A pairwise independent stationary stochastic process
• Chapman-Kolmogorov equation for non-Markovian shift-invariant measures
• On the existence of exchangeable or stationary sequences of \(s\) by \(s\) independent random variables
• Non-Markovian reversible Chapman-Kolmogorov measures on subshifts of finite type
• A family of stationary processes with infinite memory having the same p-marginals. Ergodic and spectral properties
• Mixing k-Fold Independent Processes of Zero Entropy
• Unnamed Item

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