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

✍ Scribed by M. Courbage; D. Hamdan

• Book ID: 104302693
• Publisher: Elsevier Science
• Year: 1998
• Tongue: English
• Weight: 326 KB
• Volume: 37
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(97)00096-5

✦ Synopsis

For any ergodic Markov chain (X,) on a finite state space K, we construct a class of ergodic stationary processes on K having the same two-dimensional marginal laws as (At,) 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. (~)1998 Elsevier Science B.V.