ON STATIONARY MARKOV-CHAINS AND INDEPENDENT RANDOM-VARIABLES

被引：0
|
作者：
BRANDT, A
LISEK, B
NERMAN, O
机构：
[1] CHALMERS UNIV TECHNOL,DEPT MATH,S-41296 GOTHENBURG,SWEDEN
[2] GOTHENBURG UNIV,DEPT MATH,S-41296 GOTHENBURG,SWEDEN
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1990年 / 34卷 / 01期
关键词：
i.i.d. random variables; Markov chain; representation;
D O I：
10.1016/0304-4149(90)90053-U
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Two new proofs are given for the fact that a stationary, irreducible, aperiodic Markov chain (Xn n = ..., -1,0,1,2...) with denumerable state space has a representation of the form X′n=g(Un-1, Un-2,...), where g is a measurable function, (Un, n= ..., -1,0,1,2,...) a sequence of independent random variables uniformly distributed on (0,1), and (X′n) has the same probability law as (Xn). © 1990.
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页码：19 / 24
页数：6
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