On stationary Markov chains and independent random variables

DOI10.1016/0304-4149(90)90053-UzbMATH Open0693.60057MaRDI QIDQ908588FDOQ908588

Authors: B. Lisek, Olle Nerman, Andreas Brandt 

Publication date: 1990

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

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zbMATH Keywords

stationary distributionirreducible aperiodic chainRosenblatt representation theorem

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stationary stochastic processes (60G10) Strong limit theorems (60F15) Transition functions, generators and resolvents (60J35)

Cites Work

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• A method for solving a class of recursive stochastic equations
• Title not available (Why is that?)
• Backward limits

Cited In (5)

• Future independent times and Markov chains
• A limitation of Markov representation for stationary processes
• On a theorem of Rosenblatt
• Coding a stationary process to one with prescribed marginals
• Constructive Markov chains indexed by \(\mathbb Z\)

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