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On the Construction of Generalized Measure Preserving Transformations With Given Marginals
Lecture Notes in Mathematics
  • Theodore P. Hill, Georgia Institute of Technology - Main Campus
  • Ulrich Krengel, University of Gottingen
Publication Date
3-1-1992
Abstract
Measure preserving transformations generate stationary processes and vice versa. Which processes (X i ) correspond to the class of generalized measure preserving trans-formations? We give necessary conditions and show that they are sufficient for 2-valued processes as far as the marginals of (X0, X1, X2, X3) are concerned. The general problem remains open. Our main tool is a construction of a class of generalized measure preserving transformations which may be of independent interest.
Citation Information
Theodore P. Hill and Ulrich Krengel. "On the Construction of Generalized Measure Preserving Transformations With Given Marginals" Lecture Notes in Mathematics Vol. 1514 (1992) p. 114 - 123
Available at: http://works.bepress.com/tphill/24/