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Functional dependence and synchronous coupling in ergodic autoregressions

math.ST · 2026-07-09 · accept · novelty 6.5

Positive Lyapunov exponents can block natural-innovation synchronization (hence usable functional dependence) for uniformly ergodic AR maps, even though Doeblin splitting always yields a geometric Bernoulli representation on an enlarged space.

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  • Functional dependence and synchronous coupling in ergodic autoregressions math.ST · 2026-07-09 · accept · none · ref 3

    Positive Lyapunov exponents can block natural-innovation synchronization (hence usable functional dependence) for uniformly ergodic AR maps, even though Doeblin splitting always yields a geometric Bernoulli representation on an enlarged space.