Chapman-Kolmogorov equation for non-Markovian shift-invariant measures

DOI10.1214/aop/1176988618zbMath0824.60033OpenAlexW2004333336MaRDI QIDQ1345615

D. Hamdan, Maurice Courbage

Publication date: 31 October 1995

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176988618

zbMATH Keywords

stationary Markov chainsergodic dynamical systemChapman-Kolmogorov equationnon-weakly mixingshift-invariant measures

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Measure-preserving transformations (28D05)

Related Items (6)

Non-Markovian reversible Chapman-Kolmogorov measures on subshifts of finite type ⋮ An ergodic Markov chain is not determined by its two-dimensional marginal laws ⋮ An ergodic Markov chain is not determined by any \(p\)-marginals ⋮ Random walks generated by area preserving maps with zero Lyapounov exponents ⋮ Extended memory processes generated by simple dynamical systems and scaling behavior of the entropy ⋮ The Role of Transfer Operators and Shifts in the Study of Fractals: Encoding-Models, Analysis and Geometry, Commutative and Non-commutative

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