Non-regularg-measures and variable length memory chains

被引:5
|
作者
Ferreira, Ricardo F. [1 ]
Gallo, Sandro [1 ]
Paccaut, Frederic [2 ]
机构
[1] Univ Fed Sao Carlos, Dept Estat, Sao Carlos, Brazil
[2] Univ Picardie Jules Verne, UMR 7352, CNRS, Lab Amienois Math Fondamentales & Appl, Amiens, France
基金
巴西圣保罗研究基金会;
关键词
g-measures; variable length memory; probabilistic context tree; PERFECT SIMULATION; UNIQUENESS; TRANSFORMATIONS;
D O I
10.1088/1361-6544/aba0c5
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
It is well-known that there always exists at least one stationary measure compatible with a continuousg-functiong. Here we prove that if the set of discontinuities of ag-functionghas null measure under a candidate measure obtained by some asymptotic procedure, then this candidate measure is compatible withg. We explore several implications of this result, and discuss comparisons with the literature concerning assumptions and examples. Important part of the paper is dedicated to the case of variable length memory chains, for which we obtain existence, uniqueness and weak-Bernoullicity (or beta-mixing) under new assumptions. These results are specially designed for variable length memory models, and do not require uniform continuity. We also provide a further discussion on some related notions, such as random context processes, non-essential discontinuities and everywhere discontinuous stationary measures.
引用
收藏
页码:6026 / 6052
页数:27
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