Random perturbations of stochastic chains with unbounded variable length memory

Loading...
Thumbnail Image

Date

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

We consider binary infinite order stochastic chains perturbed by a random noise. This means that at each time step, the value assumed by the chain can be randomly and independently flipped with a small fixed probability. We show that the transition probabilities of the perturbed chain are uniformly close to the corresponding transition probabilities of the original chain. As a consequence, in the case of stochastic chains with unbounded but otherwise finite variable length memory, we show that it is possible to recover the context tree of the original chain, using a suitable version of the algorithm Context, provided that the noise is small enough.

Keywords

Citation

Consulte el texto completo en el siguiente enlace:

Collections