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

Colloquium Mathematicae (2001)

- Volume: 90, Issue: 2, page 159-179
- ISSN: 0010-1354

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topM. 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 -

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