Displaying similar documents to “Perfect filtering and double disjointness”

Epsilon-independence between two processes

Tomasz Downarowicz, Paulina Grzegorek (2008)

Studia Mathematica

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We study the notion of ε-independence of a process on finitely (or countably) many states and that of ε-independence between two processes defined on the same measure preserving transformation. For that we use the language of entropy. First we demonstrate that if a process is ε-independent then its ε-independence from another process can be verified using a simplified condition. The main direction of our study is to find natural examples of ε-independence. In case of ε-independence of...

Chaotic behavior of infinitely divisible processes

S. Cambanis, K. Podgórski, A. Weron (1995)

Studia Mathematica

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The hierarchy of chaotic properties of symmetric infinitely divisible stationary processes is studied in the language of their stochastic representation. The structure of the Musielak-Orlicz space in this representation is exploited here.

Testing stationary processes for independence

Gusztáv Morvai, Benjamin Weiss (2011)

Annales de l'I.H.P. Probabilités et statistiques

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Let 0 denote the class of all real valued i.i.d. processes and 1 all other ergodic real valued stationary processes. In spite of the fact that these classes are not countably tight we give a strongly consistent sequential test for distinguishing between them.

On measure-preserving transformations and doubly stationary symmetric stable processes

A. Gross, A. Weron (1995)

Studia Mathematica

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In a 1987 paper, Cambanis, Hardin and Weron defined doubly stationary stable processes as those stable processes which have a spectral representation which is itself stationary, and they gave an example of a stationary symmetric stable process which they claimed was not doubly stationary. Here we show that their process actually had a moving average representation, and hence was doubly stationary. We also characterize doubly stationary processes in terms of measure-preserving regular...

Remarks on Palm Measures

Donald Geman, Joseph Horowitz (1973)

Annales de l'I.H.P. Probabilités et statistiques

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