Hilbert space representations of m-dependent processes

DOI10.1214/AOP/1176989130MaRDI QIDQ688062zbMATH OpenOpenAlexFDO

Authors Vincent de Valk

Publication date 15 December 1994

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176989130

zbMATH Keywords

\(m\)-dependent discrete time stochastic processesHilbert space representationone-dependent Markov chaintwo-block factor

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Foundations of stochastic processes (60G05) Stationary stochastic processes (60G10)

Review text

This paper deals with the investigation of the structure of \(m\)-dependent discrete time stochastic processes and can be viewed as continuation of the author's successful research work in this field. The main result of this paper consists in showing that every stationary one-dependent random sequence (with finite state space) admits a so-called Hilbert space representation (HSR). Further, if the Hilbert space which this representation is based on is two-dimensional, then the corresponding one-dependent sequence \(X_ n\), \(n\in N\), is a two-block-factor, i.e. there is a function \(f\) of two variables such that \(X_ n= f(Y_ n, Y_{n+1})\) with i.i.d. r.v.'s \(Y_ n\), \(n\in N\). As shown by \textit{J. Aaronson}, \textit{D. Gilat} and \textit{M. Keane} [J. Theor. Probab. 5, No. 3, 545-561 (1992; Zbl 0754.60070)] there exist indeed examples of one-dependent sequences which cannot be a two-block factor.

Recommendations

• scientific article; zbMATH DE number 176115
• One-dependent trigonometric determinantal processes are two-block-factors
• scientific article; zbMATH DE number 4216885
• scientific article; zbMATH DE number 560953
• On the structure of 1-dependent Markov chains

Cited in

(11)

• On the structure of 1-dependent Markov chains
• An algebraic construction of a class of one-dependent processes
• Mallows permutations and finite dependence
• Finitely dependent coloring
• scientific article; zbMATH DE number 4131359 (Why is no real title available?)
• scientific article; zbMATH DE number 4216885 (Why is no real title available?)
• scientific article; zbMATH DE number 176115 (Why is no real title available?)
• scientific article; zbMATH DE number 560953 (Why is no real title available?)
• Shearer's point process, the hard-sphere model, and a continuum Lovász local lemma
• Split invariance principles for stationary processes
• Bahadur representations of M-estimators and their applications in general linear models

This page was built for publication: Hilbert space representations of \(m\)-dependent processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q688062)