An Ergodic Process of Zero Divergence-Distance from the Class of All Stationary Processes

Shaogang Xu
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Shaogang Xu: University of Toledo

Journal of Theoretical Probability, 1998, vol. 11, issue 1, 181-195

Abstract: Abstract An ergodic process Q is constructed such that the divergence-rate D(P ‖ Q) is zero for all stationary processes P. The process Q is constructed using the cutting and stacking method.

Keywords: Ergodic process; stationary process (search for similar items in EconPapers)
Date: 1998
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DOI: 10.1023/A:1021651126212

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