English

Ergodic quasi-exchangeable stationary processes are isomorphic to Bernoulli processes

Dynamical Systems 2020-07-02 v2

Abstract

{\abstract{\textwidth=4,5 in} A discrete time process, with law μ\mu, is quasi-exchangeable if for any finite permutation σ\sigma of time indices, the law μσ\mu_\sigma of the resulting process is equivalent to μ\mu. For a quasi-exchangeable stationary process we prove mainly (1) that if the process is ergodic then it is isomorphic to a Bernoulli process and (2) that if the family of all Radon-Nikodym derivatives {dμσdμ}\{{d\mu_\sigma\over d\mu}\} is uniformly integrable then the process is a mixture of Bernoulli processes, which generalizes De Finetti's Theorem. We give application of (1) to some determinantal processes. }

Keywords

Cite

@article{arxiv.1903.10804,
  title  = {Ergodic quasi-exchangeable stationary processes are isomorphic to Bernoulli processes},
  author = {Doureid Hamdan},
  journal= {arXiv preprint arXiv:1903.10804},
  year   = {2020}
}

Comments

The subsection 3.2 concerning Gibbs measures is removed