Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/62665
Type: Artigo de periódico
Title: CHAINS WITH UNBOUNDED VARIABLE LENGTH MEMORY: PERFECT SIMULATION AND A VISIBLE REGENERATION SCHEME
Author: Gallo, S
Abstract: We present a new perfect simulation algorithm for stationary chains having unbounded variable length memory. This is the class of infinite 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.
Subject: Variable length memory chain
probabilistic context tree
perfect simulation
regeneration scheme
Country: Inglaterra
Editor: Applied Probability Trust
Rights: fechado
Date Issue: 2011
Appears in Collections:Unicamp - Artigos e Outros Documentos

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