Markov approximation of chains of infinite order in the d̄-metric

S. Gallo; M. Lerasle; D. Y. Takahashi

Markov approximation of chains of infinite order in the d̄-metric

S. Gallo
, M. Lerasle
, D. Y. Takahashi

Instituto de Biofisica da UFRJ
Université de Nice
Princeton University

Résultats de recherche: Contribution à un journal › Article › Revue par des pairs

Résumé

We obtaiu explicit upper bounds for the d̄-distance between a chain of infinite order and its canonical k-steps Markov approximation. Our proof is entirely constructive and involves a "coupling from the past" argument. The new method covers non-necessarily continuous probability kernels, and chains with null transition probabilities. These results imply in particular the Bernoulli property for these processes.

langue originale	Anglais
Pages (de - à)	51-82
Nombre de pages	32
journal	Markov Processes and Related Fields
Volume	19
Numéro de publication	1
état	Publié - 3 juin 2013
Modification externe	Oui

Contient cette citation

@article{0f9b35a960184cd08a57fbc45cc7ed54,

title = "Markov approximation of chains of infinite order in the {\=d}-metric",

abstract = "We obtaiu explicit upper bounds for the {\=d}-distance between a chain of infinite order and its canonical k-steps Markov approximation. Our proof is entirely constructive and involves a {"}coupling from the past{"} argument. The new method covers non-necessarily continuous probability kernels, and chains with null transition probabilities. These results imply in particular the Bernoulli property for these processes.",

keywords = "Canonical Markov approximation, Chains of infinite order, Coupling from the past algorithms, {\=D}-distance",

author = "S. Gallo and M. Lerasle and Takahashi, \{D. Y.\}",

year = "2013",

month = jun,

day = "3",

language = "English",

volume = "19",

pages = "51--82",

journal = "Markov Processes and Related Fields",

issn = "1024-2953",

number = "1",

}

TY - JOUR

T1 - Markov approximation of chains of infinite order in the d̄-metric

AU - Gallo, S.

AU - Lerasle, M.

AU - Takahashi, D. Y.

PY - 2013/6/3

Y1 - 2013/6/3

N2 - We obtaiu explicit upper bounds for the d̄-distance between a chain of infinite order and its canonical k-steps Markov approximation. Our proof is entirely constructive and involves a "coupling from the past" argument. The new method covers non-necessarily continuous probability kernels, and chains with null transition probabilities. These results imply in particular the Bernoulli property for these processes.

AB - We obtaiu explicit upper bounds for the d̄-distance between a chain of infinite order and its canonical k-steps Markov approximation. Our proof is entirely constructive and involves a "coupling from the past" argument. The new method covers non-necessarily continuous probability kernels, and chains with null transition probabilities. These results imply in particular the Bernoulli property for these processes.

KW - Canonical Markov approximation

KW - Chains of infinite order

KW - Coupling from the past algorithms

KW - D̄-distance

M3 - Article

AN - SCOPUS:84878290693

SN - 1024-2953

VL - 19

SP - 51

EP - 82

JO - Markov Processes and Related Fields

JF - Markov Processes and Related Fields

IS - 1

ER -

Markov approximation of chains of infinite order in the d̄-metric

Résumé

Empreinte digitale

Contient cette citation