ISSN:
1572-9230
Schlagwort(e):
Stationary processes
;
determinism
;
prediction
;
entropy
;
tail field
Quelle:
Springer Online Journal Archives 1860-2000
Thema:
Mathematik
Notizen:
Abstract We exhibit a stationary countably-valued process {V n } −∞ ∞ which is deterministic, but which is nondeterministic in the sense that whenever ...n −2〈n −1〈n 0〈n 1〈... are indices with no two consecutive, then $$\{ V_{n_i } |i \in \mathbb{Z}\} $$ is an independent process. This answers a question of Ref. 1. In addition, althoughn↦V n is deterministic, its time-reversaln↦V −n is not deterministic.
Materialart:
Digitale Medien
URL:
http://dx.doi.org/10.1007/BF02214366
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