Title

Comparing Random and Deterministic Time Series

Document Type

Article

Department

Mathematics (Pomona)

Publication Date

1994

Keywords

impossibility theorem, randomness, B-processes

Abstract

This paper addresses the question of distinguishing the output of a stochastic process from that of a deterministic process. An impossibility theorem is described which states that time a series resulting from deterministic B-processes is observationally equivalent to, and hence indistinguishable from, the output of a continuous time Markov process on a finite number of states.

Rights Information

© 1994 Springer-Verlag

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