Back to Search
Start Over
Backward Coalescence Times for Perfect Simulation of Chains with Infinite Memory
- Source :
- J. Appl. Probab. 49, no. 2 (2012), 319-337
- Publication Year :
- 2012
- Publisher :
- Cambridge University Press (CUP), 2012.
-
Abstract
- This paper is devoted to the perfect simulation of a stationary process with an at most countable state space. The process is specified through a kernel, prescribing the probability of the next state conditional to the whole past history. We follow the seminal work of Comets, Fernández and Ferrari (2002), who gave sufficient conditions for the construction of a perfect simulation algorithm. We define backward coalescence times for these kind of processes, which allow us to construct perfect simulation algorithms under weaker conditions than in Comets, Fernández and Ferrari (2002). We discuss how to construct backward coalescence times (i) by means of information depths, taking into account some a priori knowledge about the histories that occur; and (ii) by identifying suitable coalescing events.
- Subjects :
- Statistics and Probability
Coalescence (physics)
Discrete mathematics
Stationary process
chains with complete connections
General Mathematics
010102 general mathematics
68U20
01 natural sciences
Past history
010104 statistics & probability
Simulation algorithm
coupling
perfect simulation
60J10
Countable set
A priori and a posteriori
Perfect simulation
60G99
Statistical physics
0101 mathematics
Statistics, Probability and Uncertainty
Mathematics
Subjects
Details
- ISSN :
- 14756072 and 00219002
- Volume :
- 49
- Database :
- OpenAIRE
- Journal :
- Journal of Applied Probability
- Accession number :
- edsair.doi.dedup.....43249e3081f14555cbfe530cef28b185