Artículos de revistas
Perfect simulation for locally continuous chains of infinite order
Registro en:
Stochastic Processes And Their Applications. Elsevier Science Bv, v. 123, n. 11, n. 3877, n. 3902, 2013.
0304-4149
WOS:000324353900001
10.1016/j.spa.2013.05.010
Autor
Gallo, S
Garcia, NL
Institución
Resumen
Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) We establish sufficient conditions for perfect simulation of chains of infinite order on a countable alphabet. The new assumption, localized continuity, is formalized with the help of the notion of context trees, and includes the traditional continuous case, probabilistic context trees and discontinuous kernels. Since our assumptions are more refined than uniform continuity, our algorithms perfectly simulate continuous chains faster than the existing algorithms of the literature. We provide several illustrative examples. (c) 2013 Elsevier B.V. All rights reserved. 123 11 3877 3902 Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) CNPq [480108/2012-9] CNPq [474233/2012-0] FAPESP [2009/09809-1] CNPq [475504/2008-9, 302755/2010-1, 476764/2010-6]