On Coding a Stationary Process to Achieve a Given Marginal Distribution
Kieffer, John C.
Ann. Probab., Tome 8 (1980) no. 6, p. 131-141 / Harvested from Project Euclid
The problem of coding a stationary process $\{X_i\}^\infty_{i=-\infty}$ onto a stationary process $\{Y_i\}^\infty_{i=-\infty}$ so that for some positive integer $m, (Y_0, Y_1, \cdots, Y_{m-1})$ has a given marginal distribution is considered. The problem is solved for $\{X_i\}$ nonergodic as well as ergodic. The associated universal coding problem is also solved, where one seeks to find a coding function which yields the desired marginal distribution for each member of a class of possible distributions for $\{X_i\}$.
Publié le : 1980-02-14
Classification:  Stationary aperiodic process,  ergodic process,  stationary coding,  mixing invariant marginal,  ergodic decomposition,  28A65,  60G10
@article{1176994829,
     author = {Kieffer, John C.},
     title = {On Coding a Stationary Process to Achieve a Given Marginal Distribution},
     journal = {Ann. Probab.},
     volume = {8},
     number = {6},
     year = {1980},
     pages = { 131-141},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176994829}
}
Kieffer, John C. On Coding a Stationary Process to Achieve a Given Marginal Distribution. Ann. Probab., Tome 8 (1980) no. 6, pp.  131-141. http://gdmltest.u-ga.fr/item/1176994829/