| Full text | |
| Author(s): |
Gallo, Sandro
[1]
Total Authors: 1
|
| Affiliation: | [1] Univ Estadual Campinas, BR-13083859 Campinas, SP - Brazil
Total Affiliations: 1
|
| Document type: | Journal article |
| Source: | ADVANCES IN APPLIED PROBABILITY; v. 43, n. 3, p. 735-759, SEP 2011. |
| Web of Science Citations: | 12 |
| 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. (AU) | |