Perfect Simulation of a Coupling Achieving the (d)over-bar-distance Between Ordered Pairs of Binary Chains of Infinite Order

Autor(es)

Galves, Antonio ^[1] ; Garcia, Nancy L. ^[2] ; Prieur, Clementine ^[3]

Afiliação do(s) autor(es)

^[1] Univ Sao Paulo, BR-10100531 Sao Paulo - Brazil

^[2] Univ Estadual Campinas, BR-651 Campinas, SP - Brazil

^[3] Univ Grenoble 1, Tour IRMA, MOISE LJK, F-38041 Grenoble 9 - France

• Tipo de documento: Artigo Científico
• Fonte: Journal of Statistical Physics; v. 141, n. 4, p. 669-682, NOV 2010.
• Citações Web of Science: 2

Resumo

We explicitly construct a stationary coupling attaining Ornstein's (d) over bar -distance between ordered pairs of binary chains of infinite order. Our main tool is a representation of the transition probabilities of the coupled bivariate chain of infinite order as a countable mixture of Markov transition probabilities of increasing order. Under suitable conditions on the loss of memory of the chains, this representation implies that the coupled chain can be represented as a concatenation of i.i.d. sequences of bivariate finite random strings of symbols. The perfect simulation algorithm is based on the fact that we can identify the first regeneration point to the left of the origin almost surely. (AU)

• Processo FAPESP: 06/50339-0 - Fonologia probabilística do ritmo
• Beneficiário: Jefferson Antonio Galves
• Modalidade de apoio: Auxílio à Pesquisa - Regular
• Processo FAPESP: 03/09930-9 - Comportamento estocástico, fenômenos críticos e identificação de padrões rítmicos nas línguas naturais
• Beneficiário: Jefferson Antonio Galves
• Modalidade de apoio: Auxílio à Pesquisa - Programa PRONEX - Temático