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

zbMATH Open1292.60045arXiv1107.4353MaRDI QIDQ2860795FDOQ2860795

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)

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.

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

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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)

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• Rumor processes on \(\mathbb N\) and discrete renewal processes
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• Gaussian concentration bounds for stochastic chains of unbounded memory
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• A sufficient condition for a unique invariant distribution of a higher-order Markov chain
• On the probability of rumour survival among sceptics
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