We study tail $\sigma$-fields and loss of memory associated with sums of stationary integer-valued random variables. An application concerns convergence in distribution of interarrival times in zero-one sequences.
Publié le : 1989-10-14
Classification:
Tail $\sigma$-field for sums,
entropy,
strongly aperiodic,
random walk with stationary increments,
loss of memory,
zero-two theorem,
coupling,
interarrival times,
60F20,
60G10,
28D20,
28D05,
60J15
@article{1176991177,
author = {Berbee, H. C. P. and Hollander, W. Th. F. Den},
title = {Tail Triviality for Sums of Stationary Random Variables},
journal = {Ann. Probab.},
volume = {17},
number = {4},
year = {1989},
pages = { 1635-1645},
language = {en},
url = {http://dml.mathdoc.fr/item/1176991177}
}
Berbee, H. C. P.; Hollander, W. Th. F. Den. Tail Triviality for Sums of Stationary Random Variables. Ann. Probab., Tome 17 (1989) no. 4, pp. 1635-1645. http://gdmltest.u-ga.fr/item/1176991177/