A limitation of Markov representation for stationary processes

DOI10.1016/0304-4149(84)90159-5MaRDI QIDQ797215zbMATH OpenOpenAlexFDO

Authors H. C. P. Berbee, Richard C. Bradley

Publication date 1984

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

Full work available at URL https://ir.cwi.nl/pub/1854

zbMATH Keywords

strictly stationary processstrong mixing properties

Mathematics Subject Classification ID

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

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Cites work

• Q4048325 scientific article; zbMATH DE number 3462924 (Why is no real title available?)
• Q4065756 scientific article; zbMATH DE number 3482646 (Why is no real title available?)
• Q5590550 scientific article; zbMATH DE number 3309776 (Why is no real title available?)
• Q5646158 scientific article; zbMATH DE number 3374705 (Why is no real title available?)
• A splitting technique for Harris recurrent Markov chains
• Ergodic theory, entropy
• On the strong law of large numbers for a class of stochastic processes
• On the ψ-Mixing Condition for Stationary Random Sequences
• Representations and Classifications of Stochastic Processes
• Some Limit Theorems for Random Functions. I

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(6)

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• Equivalent mixing conditions for Markov chains
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• An addendum to ``A limitation of Markov representation for stationary processes
• On large deviations for uniformly strong mixing sequences
• A countably-valued sleeping stockbroker process

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