Article contents
How many future measures can there be?
Published online by Cambridge University Press: 09 January 2002
Abstract
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.
- Type
- Research Article
- Information
- Copyright
- 2002 Cambridge University Press
- 4
- Cited by