M. Valadier

Stationary Stochastic Processes are Mixing of Ergodic Ones: Contingency

Stationarity of a stochastic process seems connected to the idea of constancy. But ergodicity is needed for the property that almost surely the observation of a trajectory from time -∞ to 0 makes possible the identification of the law of the whole process, including the future. When the stationary process is a Markov c...