Processes with no standard extension
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Using an example of A. Vershik, a class of processes is introduced with the property that they do not admit astandard extension. This provides a simple proof that Vershik's example process does not admit a standard extension.
KeywordsMarkov Chain Markov Process Independent Random Variable Recursive Relation Main Result Theorem
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- A. M. Vershik,Approximation in measure theory, Dissertation, Leningrad University 1973 (in Russian).Google Scholar