Markov approximation of chains of infinite order in the d-metric

MaRDI QIDQ2860795zbMATH OpenFDO

Authors Sandro Gallo, M. Lerasle, Daniel Y. Takahashi

Publication date 11 November 2013

Published in Markov Processes and Related Fields (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1107.4353

zbMATH Keywords

chains of infinite order\(\bar d\)-distancecanonical Markov approximationcoupling from the past algorithms

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Special processes (60K99)

Abstract: We derive explicit upper bounds for the $$-distance between a chain of infinite order and its canonical $k$-steps Markov approximation. Our proof is entirely constructive and involves a "coupling from the past" argument. The new method covers non necessarily continuous probability kernels, and chains with null transition probabilities. These results imply in particular the Bernoulli property for these processes.

Recommendations

• Markov approximations of chains of infinite order
• Speed of \(\overline d\)-convergence for Markov approximations of chains with complete connections. A coupling approach
• Approximating kth-order two-state Markov chains
• scientific article; zbMATH DE number 3854136
• scientific article; zbMATH DE number 3905587

Cited in

(10)

• Quantitative convergence rates of Markov chains: A simple account
• Rumor processes on \(\mathbb N\) and discrete renewal processes
• The rumor percolation model and its variations
• On finite approximations for a Markoff-like chain
• Speed of \(\overline d\)-convergence for Markov approximations of chains with complete connections. A coupling approach
• Gaussian concentration bounds for stochastic chains of unbounded memory
• Dynamic uniqueness for stochastic chains with unbounded memory
• A sufficient condition for a unique invariant distribution of a higher-order Markov chain
• On the probability of rumour survival among sceptics
• Markov approximations of chains of infinite order

This page was built for publication: Markov approximation of chains of infinite order in the \(\bar d\)-metric

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2860795)