ERGODIC PROPERTIES OF RANDOM MEASURES ON STATIONARY-SEQUENCES OF SETS

Authors
GROSS A ROBERTSON JB
Citation
A. Gross et Jb. Robertson, ERGODIC PROPERTIES OF RANDOM MEASURES ON STATIONARY-SEQUENCES OF SETS, Stochastic processes and their applications, 46(2), 1993, pp. 249-265
Citations number
11
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Stochastic processes and their applications → ACNP
ISSN journal
03044149
Volume
46
Issue
2
Year of publication
1993
Pages
249 - 265
Database
ISI
SICI code
0304-4149(1993)46:2<249:EPORMO>2.0.ZU;2-3
Abstract
We study a class of stationary sequences having spectral representatio n (M(tau(n)A))n is-an-element-of z, where A is a set in a measure spac e (E, E, mu), tau is an invertible measure-preserving transformation o n (E, E, mu), and M is a random measure on (E, E, mu). We explore the relationship between the ergodic properties of the sequence and the pr operties of tau, and construct examples with various ergodic propertie s using a stacking method on the half-line [0, infinity).