Artículos de revistas
CHAINS WITH UNBOUNDED VARIABLE LENGTH MEMORY: PERFECT SIMULATION AND A VISIBLE REGENERATION SCHEME
Registro en:
Advances In Applied Probability. Applied Probability Trust, v. 43, n. 3, n. 735, n. 759, 2011.
0001-8678
WOS:000295554900008
Autor
Gallo, S
Institución
Resumen
Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) 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. 43 3 735 759 Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) FAPESP [2006/57387-0]