Coding a stationary process to one with prescribed marginals
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Publication:582687
DOI10.1214/aop/1176991180zbMath0691.60032MaRDI QIDQ582687
Steven Alpern, Vidhu S. Prasad
Publication date: 1989
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176991180
60G10: Stationary stochastic processes
28D05: Measure-preserving transformations
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
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