Variable Length Markov Chains, Persistent Random Walks: a close encounter
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Publication:6325012
arXiv1909.04475MaRDI QIDQ6325012FDOQ6325012
Authors: Peggy Cénac, Brigitte Chauvin, Frédéric Paccaut, Nicolas Pouyanne 
Publication date: 10 September 2019
Abstract: This is the story of the encounter between two worlds: the world of random walks and the world of Variable Length Markov Chains (VLMC). The meeting point turns around the semi-Markov property of underlying processes.
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