One-dimensional infinite memory imitation models with noise

DOI10.1007/S10955-015-1335-5zbMATH Open1334.60094arXiv1508.00867OpenAlexW3098055361MaRDI QIDQ892406FDOQ892406

Authors: Emilio De Santis, Mauro Piccioni 

Publication date: 19 November 2015

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

Abstract: In this paper we study stochastic process indexed by $mathbbZ$ constructed from certain transition kernels depending on the whole past. These kernels prescribe that, at any time, the current state is selected by looking only at a previous random instant. We characterize uniqueness in terms of simple concepts concerning families of stochastic matrices, generalizing the results previously obtained in De Santis and Piccioni (J. Stat. Phys., 150(6):1017--1029, 2013).

Full work available at URL: https://arxiv.org/abs/1508.00867

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zbMATH Keywords

stochastic processescouplingcomplete connectionsperfect simulationchainstransition kernels

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic processes (60G99)

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Cited In (1)

• Perfect simulation of autoregressive models with infinite memory

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