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A countably-valued sleeping stockbroker process (1994)

Kalikow, Steven ; King, Jonathan L.

Springer

Journal of theoretical probability 7 (1994), S. 703-708

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ISSN: 1572-9230

Keywords: Stationary processes ; determinism ; prediction ; entropy ; tail field

Source: Springer Online Journal Archives 1860-2000

Topics: Mathematics

Notes: 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.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF02214366

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