Stochastically perturbed chains of variable memory

DOI10.1007/S10955-015-1227-8zbMATH Open1338.60106arXiv1305.5747OpenAlexW2029184752WikidataQ98799538 ScholiaQ98799538MaRDI QIDQ888259FDOQ888259

Authors: N. L. Garcia, Lucas Moreira 

Publication date: 30 October 2015

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

Abstract: In this paper, we study inference for chains of variable order under two distinct contamination regimes. Consider we have a chain of variable memory on a finite alphabet containing zero. At each instant of time an independent coin is flipped and if it turns head a contamination occurs. In the first regime a zero is read independent of the value of the chain. In the second regime, the value of another chain of variable memory is observed instead of the original one. Our results state that the difference between the transition probabilities of the original process and the corresponding ones of the contaminated process may be bounded above uniformly. Moreover, if the contamination probability is small enough, using a version of the Context algorithm we are able to recover the context tree of the original process through a contaminated sample.

Full work available at URL: https://arxiv.org/abs/1305.5747

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zbMATH Keywords

robust statisticsfinite alphabetprocess-contaminationstationary ergodic stochastic processesvariable length chainszero-inflated processes

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stationary stochastic processes (60G10) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

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Cited In (6)

• Memory Nearly on a Spring: A Mean First Passage Time Approach to Memory Lifetimes
• Short-term memories with a stochastic perturbation
• Random perturbations of stochastic processes with unbounded variable length memory
• Dynamic uniqueness for stochastic chains with unbounded memory
• Stochastic systems with memory and jumps
• Matching strings in encoded sequences

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