An example of a weak Bernoulli process which is not finitary

DOI10.4064/CM-59-1-151-156MaRDI QIDQ4712440zbMATH OpenOpenAlexFDO

Authors Maria Binkowska

Publication date 25 June 1992

Published in Colloquium Mathematicum (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4064/cm-59-1-151-156

zbMATH Keywords

ergodic processesfactorsfinitary dynamical systemfunctional of Markov chainspectral representation of stochastic processtwo-dependentweak Bernoulli system

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Measure-preserving transformations (28D05)

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Cited in

(2)

• On the failure of Ornstein theory in the finitary category
• Finitarily Bernoulli factors are dense

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