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Examples of ergodic processes uniquely determined by their two-marginal laws

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  • Courbage, M.
  • Hamdan, D.

Abstract

We show that the stationary processes associated to some two-cell partitions induced by the irrational rotation of the circle and by Kronecker Gaussian processes are uniquely determined by their two-dimensional marginals.

Suggested Citation

  • 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.
  • Handle: RePEc:eee:stapro:v:52:y:2001:i:4:p:341-345
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    References listed on IDEAS

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    1. 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.
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