Building a Stationary Stochastic Process From a Finite-dimensional Marginal
| dc.creator | Pivato, Marcus | |
| dc.date | 2001-08-12 | |
| dc.date.accessioned | 2026-07-07T04:42:57Z | |
| dc.date.available | 2026-07-07T04:42:57Z | |
| dc.description | If A is a finite alphabet, Z^D is a D-dimensional lattice, U is a subset of Z^D, and mu_U is a probability measure on A^U that ``looks like'' the marginal projection of a stationary random field on A^(Z^D), then can we ``extend'' mu_U to such a field? 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 some necessary conditions for mu_U to be extendible for D > 1, and show that, in general, the problem is not formally decidable. | |
| dc.description | LaTeX2E format, 40 pages, 4 figures (eps format) | |
| dc.identifier | https://arxiv.org/abs/math/0108081 | |
| dc.identifier | http://arxiv.org/abs/math/0108081 | |
| dc.identifier | Canadian Journal of Mathematics, Vol. 53 (2), 2001 pp.382-413 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/62007 | |
| dc.subject | Probability | |
| dc.subject | Dynamical Systems | |
| dc.subject | 37A50, 60G10, 37B10 | |
| dc.title | Building a Stationary Stochastic Process From a Finite-dimensional Marginal | |
| dc.type | text |