Abstract
Finitary Markov processes are described in G. Morvai and B. Weiss, Prediction for discrete time series, Probability Theory and Related Fields 132 (2005), 1-12. The transition functions of finitary Markov processes are residually locally constant g-functions that can be extended by continuity to their maximal domain of definition. The study of their associated symbolic dynamics leads one to the D-shifts as introduced in W. Krieger, On g-functions for subshifts, Institute of Mathematical Statistics Lecture Notes-Monograph Series, Vol. 48, Dynamics & Stochastics, arXiv:math. DS/0608259, (2006), 306-316, We study the phenomena that can arise in residually locally constant and locally constant maximally defined g-functions on D-shifts, Markov shifts and synchronizing systems with respect to future measures and g-measures
| Original language | English |
|---|---|
| Pages (from-to) | 1-27 |
| Number of pages | 27 |
| Journal | Israel Journal of Mathematics |
| Volume | 176 |
| Issue number | 1 |
| DOIs | |
| State | Published - Mar 2010 |
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