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.

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URL: http://digitalcommons.calpoly.edu/rgp_rsr/40