Combining \(m\)-dependence with Markovness

DOI10.1016/S0246-0203(98)80023-XzbMath0910.60055OpenAlexW2062857762MaRDI QIDQ1264262

František Matúš

Publication date: 1 September 1998

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1998__34_4_407_0

zbMATH Keywords

Markov chainsbinary sequences\(m\)-dependenceconditional independence structuressequences with memory

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Special processes (60K99) Stochastic processes (60G99)

Related Items (8)

COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES ⋮ Mallows permutations and finite dependence ⋮ 1-dependent stationary sequences for some given joint distributions of two consecutive random variables ⋮ TESTING FOR THE MARKOV PROPERTY IN TIME SERIES ⋮ FINITELY DEPENDENT COLORING ⋮ A note on r-processes ⋮ HOW LONG CAN IT TAKE FOR A QUANTUM CHANNEL TO FORGET EVERYTHING? ⋮ Finitary isomorphism of some renewal processes to Bernoulli schemes

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