Chains with unbounded variable length memory: perfect simulation and a visible regeneration scheme

DOI10.1239/aap/1316792668zbMath1229.60041arXiv0907.2150WikidataQ98382963 ScholiaQ98382963MaRDI QIDQ3173003

Sandro Gallo

Publication date: 10 October 2011

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0907.2150

zbMATH Keywords

perfect simulation; regeneration scheme; probabilistic context tree; variable length memory chain

Mathematics Subject Classification ID

60G10: Stationary stochastic processes

65C05: Monte Carlo methods

60G99: Stochastic processes

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