Coding a stationary process to one with prescribed marginals

DOI10.1214/AOP/1176991180zbMath0691.60032OpenAlexW1999480771MaRDI QIDQ582687

Steven Alpern, Vidhu S. Prasad

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1214/aop/1176991180

zbMATH Keywords

stationary processmeasure theoretic isomorphismpositive recurrent irreducible Markov chain

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Measure-preserving transformations (28D05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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