An ergodic Markov chain is not determined by its two-dimensional marginal laws

M. Courbage and D. Hamdan

Statistics & Probability Letters, 1998, vol. 37, issue 1, 35-40

Abstract: For any ergodic Markov chain (Xn) on a finite state space K, we construct a class of ergodic stationary processes on K having the same two-dimensional marginal laws as (Xn) but with distinct laws. The same construction also allows us to exhibit projections of some ergodic Markov chains that are not determined by their two-dimensional marginal laws.

Date: 1998
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