Necessary (and sometimes sufficient) conditions are given for a multi-step Markovian joining of two processes to attain the $\bar{d}$-distance between them. The conditions are applied to Markovian joinings of two-state Markov processes.
Publié le : 1980-06-14
Classification:
Stationary random process,
discrete time process,
Markov process,
Markov chain,
difference between two processes,
$\bar{d}$-distance,
joint process,
Markovian joining,
attaining the $\bar d$-distance,
28A65,
60J10
@article{1176994718,
author = {Ellis, Martin H.},
title = {Conditions for Attaining $\bar{d}$ by a Markovian Joining},
journal = {Ann. Probab.},
volume = {8},
number = {6},
year = {1980},
pages = { 431-440},
language = {en},
url = {http://dml.mathdoc.fr/item/1176994718}
}
Ellis, Martin H. Conditions for Attaining $\bar{d}$ by a Markovian Joining. Ann. Probab., Tome 8 (1980) no. 6, pp. 431-440. http://gdmltest.u-ga.fr/item/1176994718/