A method is shown for the simulation in Rn of second order stationary random functions with given isotropic covariance. Particular solutions, ilustrated with examples, are provided in R1, R2 and R3.

We improve and subsume the conditions of Johansson and Öberg and Berbee for uniqueness of a $g$-measure, i.e., a stationary distribution for chains with complete connections. In addition, we prove that these unique $g$-measures have Bernoulli natural extensions. We also conclude that we have convergence in the Wasserstein metric of the iterates of the adjoint transfer operator to the $g$-measure.

In the limit theory for strictly stationary processes $f\circ T^i,i\in \mathbb{Z}$, the decomposition $f=m+g-g\circ T$ proved to be very useful; here $T$ is a bimeasurable and measure preserving transformation an $(m\circ T^i)$ is a martingale difference sequence. We shall study the uniqueness of the decomposition when the filtration of $(m\circ T^i)$ is fixed. The case when the filtration varies is solved in [13]. The necessary and sufficient condition of the existence of the decomposition were given in [12] (for earlier and weaker versions of the results see [7])....