Timeline for Markov with epsilon memory and Quantitative Strong Markov property
Current License: CC BY-SA 4.0
3 events
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Oct 1, 2019 at 18:58 | comment | added | Mateusz Kwaśnicki | @mike: Note that "independent increments" condition, as written, only asserts that two increments are independent. Even when $\varepsilon = 0$, this does not necessarily mean that $X_t$ has an infinitely divisible distribution. | |
Oct 1, 2019 at 17:35 | comment | added | Thomas Kojar | You are right only some moments exist, I thought I add it to make the problem more tractable to MO. We have a lower Holder bound too, but yes only in some regions, so I added it for the same reason. | |
Oct 1, 2019 at 12:20 | history | answered | mike | CC BY-SA 4.0 |