An example of a weak Bernoulli process which is not finitary

DOI10.4064/CM-59-1-151-156zbMATH Open0754.28009OpenAlexW1444475608MaRDI QIDQ4712440FDOQ4712440

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

Recommendations

• The \(T,T^{-1}\)-process, finitary codings and weak Bernoulli
• Finitary Codes, a short survey
• Finitarily Bernoulli factors are dense
• scientific article; zbMATH DE number 1775217

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)

Cited In (2)

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

This page was built for publication: An example of a weak Bernoulli process which is not finitary

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4712440)