On stationary Markov chains and independent random variables

DOI10.1016/0304-4149(90)90053-UMaRDI QIDQ908588zbMATH OpenFDO

Authors B. Lisek, Olle Nerman, Andreas Brandt

Publication date 1990

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

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)

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Cites work

• scientific article; zbMATH DE number 3157482 (Why is no real title available?)
• scientific article; zbMATH DE number 3690371 (Why is no real title available?)
• scientific article; zbMATH DE number 3731021 (Why is no real title available?)
• scientific article; zbMATH DE number 3226562 (Why is no real title available?)
• scientific article; zbMATH DE number 3374705 (Why is no real title available?)
• A method for solving a class of recursive stochastic equations
• Backward limits

Cited in

(5)

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

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