On Kamae's Conjecture Concerning the $\overline {d}$-Distance between Two- State Markov Processes

Ellis, Martin H.

Ann. Probab., Tome 8 (1980) no. 6, p. 372-376 / Harvested from Project Euclid

Résumé

For pairs of two-state Markov processes satisfying certain conditions, the $\bar{d}$-distance is shown to be partition distance.

Publié le : 1980-04-14
Classification: Stationary random process, Markov process, Markov chain, $\overline {d}$-distance, partition distance, $\overline {d}$-distance equalling partition distance, joint process, 28A65, 60J10

@article{1176994784,
     author = {Ellis, Martin H.},
     title = {On Kamae's Conjecture Concerning the $\overline {d}$-Distance between Two- State Markov Processes},
     journal = {Ann. Probab.},
     volume = {8},
     number = {6},
     year = {1980},
     pages = { 372-376},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176994784}
}

Ellis, Martin H. On Kamae's Conjecture Concerning the $\overline {d}$-Distance between Two- State Markov Processes. Ann. Probab., Tome 8 (1980) no. 6, pp.  372-376. http://gdmltest.u-ga.fr/item/1176994784/