Random perturbations of stochastic chains with unbounded variable length memory
| dc.creator | Collet, Pierre | |
| dc.creator | Galves, Antonio | |
| dc.creator | Leonardi, Florencia G. | |
| dc.date | 2007-07-18 | |
| dc.date.accessioned | 2026-07-07T08:19:10Z | |
| dc.date.available | 2026-07-07T08:19:10Z | |
| dc.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. | |
| dc.identifier | https://arxiv.org/abs/0707.2796 | |
| dc.identifier | http://arxiv.org/abs/0707.2796 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/134675 | |
| dc.subject | Probability | |
| dc.title | Random perturbations of stochastic chains with unbounded variable length memory | |
| dc.type | text |