How many future measures can there be?
The question addressed in this paper is the worst-case growth rate, for ergodic processes, in the number of conditional measures on n-steps in the future, given the past, that are a fixed distance apart. It is shown that if error is measured using the variational (i.e. distributional) distance then...
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Veröffentlicht in: | Ergodic theory and dynamical systems 2002-02, Vol.22 (1), p.257-280 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
Online-Zugang: | Volltext |
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Zusammenfassung: | The question addressed in this paper is the worst-case growth rate, for ergodic processes, in the number of conditional measures on n-steps in the future, given the past, that are a fixed distance apart. It is shown that if error is measured using the variational (i.e. distributional) distance then doubly exponential growth is possible, while if error is measured using the \bar{d}-metric then more than exponential growth is possible. The question of whether doubly exponential growth is possible in the \bar{d}case is left open. |
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ISSN: | 0143-3857 1469-4417 |
DOI: | 10.1017/S0143385702000123 |