A limitation of Markov representation for stationary processes

DOI10.1016/0304-4149(84)90159-5zbMATH Open0545.60041OpenAlexW2114057640MaRDI QIDQ797215FDOQ797215

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

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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)

Cites Work

• Title not available (Why is that?)
• Ergodic theory, entropy
• Some Limit Theorems for Random Functions. I
• A splitting technique for Harris recurrent Markov chains
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• 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

Cited In (6)

• An addendum to ``A limitation of Markov representation for stationary processes
• Equivalent mixing conditions for Markov chains
• On large deviations for uniformly strong mixing sequences
• Divergent perpetuities modulated by regime switches
• A countably-valued sleeping stockbroker process
• Chains with infinite connections: Uniqueness and Markov representation

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