Examples of ergodic processes uniquely determined by their two-marginal laws

We show that the stationary processes associated to some two-cell partitions induced by the irrational rotation of the circle and by Kronecker Gaussian processes are uniquely determined by their two-dimensional marginals.

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Year of publication:	2001
Authors:	Courbage, M. ; Hamdan, D.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 52.2001, 4, p. 341-345
Publisher:	Elsevier
Keywords:	Ergodic processes Two-marginal laws Gaussian processes Irrational rotations

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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