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

被引:0
|
作者
Galves, Antonio [2 ]
Garcia, Nancy L. [1 ]
Prieur, Clementine [3 ]
机构
[1] Univ Estadual Campinas, BR-651 Campinas, SP, Brazil
[2] Univ Sao Paulo, BR-10100531 Sao Paulo, Brazil
[3] Univ Grenoble 1, Tour IRMA, MOISE LJK, F-38041 Grenoble 9, France
基金
巴西圣保罗研究基金会;
关键词
Ornstein's (d)over-bar-distance; Chains of infinite order; Ordered binary chains; Regenerative scheme; 2-STATE MARKOV-PROCESSES; DBAR-DISTANCE; REPRESENTATION;
D O I
10.1007/s10955-010-0071-0
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
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.
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页码:669 / 682
页数:14
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