Perfect simulation of a coupling achieving the d-distance between ordered pairs of binary chains of infinite order

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Publication:616210

DOI10.1007/S10955-010-0071-0zbMATH Open1205.82038arXiv0907.1113OpenAlexW3100950204WikidataQ105585003 ScholiaQ105585003MaRDI QIDQ616210FDOQ616210


Authors: N. L. Garcia, Clémentine Prieur, A. Galves Edit this on Wikidata


Publication date: 7 January 2011

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Abstract: We explicitly construct a coupling attaining Ornstein's -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 iid sequence 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.


Full work available at URL: https://arxiv.org/abs/0907.1113




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