Random perturbations of stochastic processes with unbounded variable length memory

被引:8
|
作者
Collet, Pierre [1 ]
Galves, Antonio [2 ]
Leonardi, Florencia [2 ]
机构
[1] Ecole Polytech, Ctr Phys Theor, CNRS, UMR 7644, F-91128 Palaiseau, France
[2] Univ Sao Paulo, Inst Matemat & Estat, BR-05315970 Sao Paulo, Brazil
来源
基金
巴西圣保罗研究基金会;
关键词
chains of infinite order; variable length Markov chains; chains with unbounded variable length memory; random perturbations; algorithm Context; context trees;
D O I
10.1214/EJP.v13-538
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 consider binary infinite order stochastic chains perturbed by a random noise. This means that at each time step, the value assumed by the chain can be randomly and independently flipped with a small fixed probability. We show that the transition probabilities of the perturbed chain are uniformly close to the corresponding transition probabilities of the original chain. As a consequence, in the case of stochastic chains with unbounded but otherwise finite variable length memory, we show that it is possible to recover the context tree of the original chain, using a suitable version of the algorithm Context, provided that the noise is small enough.
引用
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页码:1345 / 1361
页数:17
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