Examples of ergodic processes uniquely determined by their two-marginal laws

M. Courbage and D. Hamdan

Statistics & Probability Letters, 2001, vol. 52, issue 4, 341-345

Abstract: We show that the stationary processes associated to some two-cell partitions induced by the irrational rotation of the circle and by Kronecker Gaussian processes are uniquely determined by their two-dimensional marginals.

Keywords: Ergodic; processes; Two-marginal; laws; Gaussian; processes; Irrational; rotations (search for similar items in EconPapers)
Date: 2001
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(00)00190-5
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:52:y:2001:i:4:p:341-345

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().