A family of stationary processes with infinite memory having the same p-marginals. Ergodic and spectral properties

DOI10.4064/cm90-2-2zbMath0990.60038OpenAlexW2072482646MaRDI QIDQ2773263

D. Hamdan, Maurice Courbage

Publication date: 21 February 2002

Published in: Colloquium Mathematicum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/cm90-2-2

zbMATH Keywords

Markov chainspectral typeChapman-Kolmogorov measureinfinite memory processintegral over an automorphismmixing subsetsstationary processes with infinite memory

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Dynamical systems and their relations with probability theory and stochastic processes (37A50)

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