An addendum to ``A limitation of Markov representation for stationary processes

DOI10.1016/0304-4149(93)90102-AMaRDI QIDQ689185zbMATH OpenFDO

Authors Richard C. Bradley

Publication date 3 March 1994

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

large deviationsmixing ratestrictly stationary Harris recurrent

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stationary stochastic processes (60G10)

Recommendations

• A limitation of Markov representation for stationary processes
• On the convergence of averages of mixing sequences
• Mixing properties of harris chains and autoregressive processes
• Mixing Properties of a Class of Bernoulli-Processes
• Limit theorems for mixing sequences without rate assumptions

Cites work

• scientific article; zbMATH DE number 3462924 (Why is no real title available?)
• A function space large deviation principle for certain stochastic integrals
• A limitation of Markov representation for stationary processes
• An algebraic construction of a class of one-dependent processes
• Asymptotic evaluation of certain markov process expectations for large time. IV
• Large deviation principles for stationary processes
• Limiting behavior of U-statistics for stationary, absolutely regular processes
• Markov additive processes. II: Large deviations
• On large deviations for uniformly strong mixing sequences
• On the ψ-Mixing Condition for Stationary Random Sequences

Cited in

(1)

• A limitation of Markov representation for stationary processes

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