IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v37y1998i1p35-40.html
   My bibliography  Save this article

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

Author

Listed:
  • Courbage, M.
  • Hamdan, D.

Abstract

For any ergodic Markov chain (Xn) on a finite state space K, we construct a class of ergodic stationary processes on K having the same two-dimensional marginal laws as (Xn) 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.

Suggested Citation

  • Courbage, M. & Hamdan, D., 1998. "An ergodic Markov chain is not determined by its two-dimensional marginal laws," Statistics & Probability Letters, Elsevier, vol. 37(1), pages 35-40, January.
    • Handle: RePEc:eee:stapro:v:37:y:1998:i:1:p:35-40
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(97)00096-5
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Robertson, James B. & Womack, James M., 1985. "A pairwise independent stationary stochastic process," Statistics & Probability Letters, Elsevier, vol. 3(4), pages 195-199, July.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Courbage, M. & Hamdan, D., 2001. "Examples of ergodic processes uniquely determined by their two-marginal laws," Statistics & Probability Letters, Elsevier, vol. 52(4), pages 341-345, May.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Etemadi, N. & Kaminski, M., 1996. "Strong law of large numbers for 2-exchangeable random variables," Statistics & Probability Letters, Elsevier, vol. 28(3), pages 245-250, July.
    2. Sharakhmetov, Sh. & Ibragimov, R., 2002. "A Characterization of Joint Distribution of Two-Valued Random Variables and Its Applications," Journal of Multivariate Analysis, Elsevier, vol. 83(2), pages 389-408, November.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:37:y:1998:i:1:p:35-40. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.