Building a Stationary Stochastic Process from aFinite - dimensional
نویسنده
چکیده
If A is a nite alphabet, U Z D , and U is a probability measure on A U that \looks like" the marginal projection of a stationary stochas-tic process on A Z D , then can we \extend" U to such a process? Under what conditions can we make this extension ergodic, (quasi)periodic, or (weakly) mixing? After surveying classical work on this problem when D = 1, we provide some suucient conditions and some necessary conditions for U to be extendible for D > 1, and show that, in general, the problem is not formally decidable.
منابع مشابه
Building a Stationary Stochastic Process from a Finite-dimensional Marginal
If A is a finite alphabet, U ⊂ Z, and μU is a probability measure on A that “looks like” the marginal projection of a stationary stochastic process on A D , then can we “extend” μU to such a process? Under what conditions can we make this extension ergodic, (quasi)periodic, or (weakly) mixing? After surveying classical work on this problem when D = 1, we provide some sufficient conditions and s...
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تاریخ انتشار 2000