Finite state bilaterally deterministic strongly mixing processes (Q1817271)
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scientific article; zbMATH DE number 952560
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite state bilaterally deterministic strongly mixing processes |
scientific article; zbMATH DE number 952560 |
Statements
Finite state bilaterally deterministic strongly mixing processes (English)
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10 November 1997
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Let \(\{X_n\}_{n\in\mathbb{Z}}\) be a two-sided sequence of i.i.d. random variables with finitely many states. The authors construct explicitly a factor sequence \(\{Z_n\}_{n\in\mathbb{Z}}\) of the above sequence that has finitely many states, and is \(\alpha\)-mixing and bilaterally deterministic, i.e. each of the \(Z_n\)'s is measurable w.r.t. the double-tail \(\sigma\)-field generated by \(\{Z_n\}_{n\in\mathbb{Z}}\). This result complements an earlier example by \textit{R. C. Bradley} [Trans. Am. Math. Soc. 294, 233-241 (1986; Zbl 0595.60040)] of a \(\rho\)-mixing, bilaterally deterministic process with continuous state space.
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stationary sequence
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strong mixing
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two-sided tail
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bilaterally deterministic
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0.8705443
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0.8659097
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0.8636831
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0.8537706
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