• D. HAMDAN

Code(s) de Classification MSC:

• 60G10 Stationary processes
• 28Dxx Measure-theoretic ergodic theory, see also {11K50, 11K55, 22D40, 47A35, 54H20, 58Fxx, 60Fxx, 60G10}

Résumé: We prove that if $X=(X_n)_{n\in Z}$ is a finite valued ergodic Markov Chain, then for any natural number $p$, there exist ergodic non-Markovian processes $Y=(Y_n)_{n\in Z}$ with positive entropy, such that for all integers $n_1,...,n_p$, the joint distribution of $Y_{n_1},...,Y_{n_p}$ is identical to the joint distribution of $X_{n_1},...,X_{n_p}$.

Mots Clés: Ergodic Markov Chain ; finite dimensional marginals ; dynamical system ; entropy

Date: 2000-09-18

Prépublication numéro: PMA-612