A family of stationary processes with infinite memory having the same p-marginals. Ergodic and spectral properties

M. Courbage, and D. Hamdan. "A family of stationary processes with infinite memory having the same p-marginals. Ergodic and spectral properties." Colloquium Mathematicae 90.2 (2001): 159-179. <http://eudml.org/doc/284364>.

@article{M2001,
abstract = {We construct a large family of ergodic non-Markovian processes with infinite memory having the same p-dimensional marginal laws of an arbitrary ergodic Markov chain or projection of Markov chains. Some of their spectral and mixing properties are given. We show that the Chapman-Kolmogorov equation for the ergodic transition matrix is generically satisfied by infinite memory processes.},
author = {M. Courbage, D. Hamdan},
journal = {Colloquium Mathematicae},
keywords = {Chapman-Kolmogorov measure; Markov chain; infinite memory process; mixing subsets; spectral type; integral over an automorphism; stationary processes with infinite memory},
language = {eng},
number = {2},
pages = {159-179},
title = {A family of stationary processes with infinite memory having the same p-marginals. Ergodic and spectral properties},
url = {http://eudml.org/doc/284364},
volume = {90},
year = {2001},
}

TY - JOUR
AU - M. Courbage
AU - D. Hamdan
TI - A family of stationary processes with infinite memory having the same p-marginals. Ergodic and spectral properties
JO - Colloquium Mathematicae
PY - 2001
VL - 90
IS - 2
SP - 159
EP - 179
AB - We construct a large family of ergodic non-Markovian processes with infinite memory having the same p-dimensional marginal laws of an arbitrary ergodic Markov chain or projection of Markov chains. Some of their spectral and mixing properties are given. We show that the Chapman-Kolmogorov equation for the ergodic transition matrix is generically satisfied by infinite memory processes.
LA - eng
KW - Chapman-Kolmogorov measure; Markov chain; infinite memory process; mixing subsets; spectral type; integral over an automorphism; stationary processes with infinite memory
UR - http://eudml.org/doc/284364
ER -