Perfect simulation for locally continuous chains of infinite order

被引：6

作者：

Gallo, Sandro ^{[1
]}

Garcia, Nancy L. ^{[2
]}

机构：

[1] Univ Fed Rio de Janeiro, Inst Matemat, BR-21941 Rio De Janeiro, Brazil

[2] Univ Estadual Campinas, Inst Matemat Estat & Comp Cient, BR-13081970 Campinas, SP, Brazil

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2013年 / 123卷 / 11期

基金：

巴西圣保罗研究基金会;

关键词：

Perfect simulation; Chains of infinite order; GIBBS-STATES; MEMORY;

D O I：

10.1016/j.spa.2013.05.010

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：3877 / 3902

页数：26

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