Kybernetika 29 no. 2, 144-148, 1993

Relative stationary probabilities

Antonín Otáhal

Abstract:

The paper gives a characterization of extremal relative stationary probabilities, i.e. extremal probabilities on the set of words of some fixed length whose marginals are invariant w.r.t. all feasible shifts. It is shown that a probability measure is relative stationary if and only if it is the projection of a stationary probability and that each extremal relative stationary probability is the projection of an ergodic probability with a finite support.

Classification:

60J20, 28A35, 60A10