Chains with unbounded variable length memory: perfect simulation and visible regeneration scheme

Details Chains with unbounded variable length memory: perfect simulation and visible regeneration scheme Chains with unbounded variable length memory: perfect simulation and visible regeneration scheme

2009-07-13

arxiv.org/abs/0907.2150v3

Mathematics

Probability

27 pages, 10 figures, slight improvements of the results and simplification of the proof, simulations.

Scientific paper

We present a new perfect simulation algorithm for stationary chains having unbounded variable length memory. This is the class of infnite memory chains for which the family of transition probabilities is represented by a probabilistic context tree. We do not assume any continuity condition: our condition is expressed in terms of the structure of the context tree. More precisely, the length of the contexts is a deterministic function of the distance to the last occurrence of some determined string of symbols. It turns out that the resulting class of chains can be seen as a natural extension of the class of chains having a renewal string. In particular, our chains exhibit a visible regeneration scheme.

Affiliated with

Also associated with

No associations

Rating

Chains with unbounded variable length memory: perfect simulation and visible regeneration scheme does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Chains with unbounded variable length memory: perfect simulation and visible regeneration scheme, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Chains with unbounded variable length memory: perfect simulation and visible regeneration scheme will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-100775