Regeneration for chains with infinite memory

DOI10.1007/BF01200207MaRDI QIDQ1326255zbMATH OpenFDO

Authors Peter Ney, Esa Nummelin

Publication date 14 July 1994

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01200207

zbMATH Keywords

chains with infinite memorydecomposition into regenerative recurrent classesregeneration structure

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Renewal theory (60K05)

Review text

A regeneration structure is established for chains with infinite memory. The memory is required to decay only along a single recurrenct path. When there are many recurrent paths (e.g. under conservativity) the construction yields a decomposition into regenerative recurrent classes.

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Cites work

• A Gaussian Measure for Certain Continued Fractions
• A New Approach to the Limit Theory of Recurrent Markov Chains
• A splitting technique for Harris recurrent Markov chains
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• scientific article; zbMATH DE number 3462924 (Why is no real title available?)
• scientific article; zbMATH DE number 475333 (Why is no real title available?)
• scientific article; zbMATH DE number 3374705 (Why is no real title available?)
• Markov processes and learning models
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• Sur des chaînes à liaisons complètes
• Sur deux problèmes de M. Kolmogoroff concernant les chaînes dénombrables

Cited in

(3)

• Processes with long memory: Regenerative construction and perfect simulation
• scientific article; zbMATH DE number 3865770 (Why is no real title available?)
• scientific article; zbMATH DE number 475333 (Why is no real title available?)

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