Shift ergodicity for stationary Markov processes

DOI10.1007/BF02877065zbMATH Open1001.60085OpenAlexW1938186782MaRDI QIDQ1609600FDOQ1609600

Authors: Jinwen Chen 

Publication date: 15 August 2002

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02877065

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zbMATH Keywords

ergodicitystationary processinteracting particle systemextremality

Mathematics Subject Classification ID

Cites Work

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• Ergodicity of \(L^ 2\)-semigroups and extremality of Gibbs states
• Asymptotic singular windings of ergodic diffusions
• Ergodicity in infinite Hamiltonian systems with conservative noise
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• Ergodic and Mixing Properties of Equilibrium Measures for Markov Processes
• Nash estimates and the asymptotic behavior of diffusions
• A variational principle for Markov processes

Cited In (3)

• Stationary stochastic processes are mixing of ergodic ones: contingency
• Extremality of invariant measures and ergodicity of stochastic systems
• On the dynamics of stationary shift processes with Cantor structure

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