Perfect simulation of autoregressive models with infinite memory
From MaRDI portal
Publication:1949783
DOI10.1007/s10955-013-0719-7zbMath1266.82008arXiv1210.7347OpenAlexW3098456564MaRDI QIDQ1949783
Emilio De Santis, Mauro Piccioni
Publication date: 17 May 2013
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1210.7347
Stationary stochastic processes (60G10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Classical equilibrium statistical mechanics (general) (82B05)
Related Items
Perfect simulation for the infinite random cluster model, Ising and Potts models at low or high temperature ⋮ One-dimensional infinite memory imitation models with noise
Cites Work
- Developments in perfect simulation of Gibbs measures through a new result for the extinction of Galton-Watson-like processes
- Exact simulation for discrete time spin systems and unilateral fields
- Perfect simulation of infinite range Gibbs measures and coupling with their finite range approximations
- Square summability of variations of \(g\)-functions and uniqueness of \(g\)-measures
- Chains with complete connections: general theory, uniqueness, loss of memory and mixing properties
- Processes with long memory: Regenerative construction and perfect simulation
- Backward Coalescence Times for Perfect Simulation of Chains with Infinite Memory
- Stochastic dynamical systems with weak contractivity properties I. Strong and local contractivity
- An example of non-unique g -measures
- Unnamed Item
- Unnamed Item
This page was built for publication: Perfect simulation of autoregressive models with infinite memory