Processes with long memory: Regenerative construction and perfect simulation

DOI10.1214/aoap/1031863175zbMath1016.60061arXivmath/0009204OpenAlexW3103345917WikidataQ98382954 ScholiaQ98382954MaRDI QIDQ1872393

Francis Comets, Pablo A. Ferrari, Roberto Fernández

Publication date: 6 May 2003

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0009204

zbMATH Keywords

simulation algorithmbinary autoregressive processesperfect simulation of Markov chainsregeneration scheme

Mathematics Subject Classification ID

Related Items (40)

Backward Coalescence Times for Perfect Simulation of Chains with Infinite Memory ⋮ A stochastic system with infinite interacting components to model the time evolution of the membrane potentials of a population of neurons ⋮ Chains with unbounded variable length memory: perfect simulation and a visible regeneration scheme ⋮ Context Trees, Variable Length Markov Chains and Dynamical Sources ⋮ Perfect simulation for the infinite random cluster model, Ising and Potts models at low or high temperature ⋮ Stationary processes whose filtrations are standard ⋮ Attractive regular stochastic chains: perfect simulation and phase transition ⋮ Divergence rates of Markov order estimators and their application to statistical estimation of stationary ergodic processes ⋮ Infinite systems of interacting chains with memory of variable length -- a stochastic model for biological neural nets ⋮ Potts models with a defect line ⋮ Kalikow-type decomposition for multicolor infinite range particle systems ⋮ Mixing rates for potentials of non-summable variations ⋮ Perfect simulation of a coupling achieving the \(\bar{d}\)-distance between ordered pairs of binary chains of infinite order ⋮ An interacting neuronal network with inhibition: theoretical analysis and perfect simulation ⋮ One-dimensional infinite memory imitation models with noise ⋮ Dynamic uniqueness for stochastic chains with unbounded memory ⋮ Limit theorems for a random directed slab graph ⋮ Developments in perfect simulation of Gibbs measures through a new result for the extinction of Galton-Watson-like processes ⋮ Coupling and perturbation techniques for categorical time series ⋮ Spiking neurons : interacting Hawkes processes, mean field limits and oscillations ⋮ Probability and algorithmics: a focus on some recent developments ⋮ Perfect simulation of autoregressive models with infinite memory ⋮ Unnamed Item ⋮ Exact simulation for discrete time spin systems and unilateral fields ⋮ Stochastic Sequences with a Regenerative Structure that May Depend Both on the Future and on the Past ⋮ Weakly dependent chains with infinite memory ⋮ Sufficient conditions for the filtration of a stationary processes to be standard ⋮ Chains of infinite order, chains with memory of variable length, and maps of the interval ⋮ Sufficient conditions of standardness for filtrations of stationary processes taking values in a finite space ⋮ Some upper bounds for the rate of convergence of penalized likelihood context tree estimators ⋮ Context tree selection: a unifying view ⋮ Sparse space-time models: concentration inequalities and Lasso ⋮ Rumor processes on \(\mathbb N\) and discrete renewal processes ⋮ Limit theorems for chains with unbounded variable length memory which satisfy Cramer condition ⋮ Perfect simulation of processes with long memory: A “coupling into and from the past” algorithm ⋮ Hawkes processes with variable length memory and an infinite number of components ⋮ Local geometry of random geodesics on negatively curved surfaces ⋮ Divergent Perpetuities Modulated by Regime Switches ⋮ Two-sided infinite-bin models and analyticity for Barak-Erdős graphs ⋮ Perfect simulation for interacting point processes, loss networks and Ising models.

This page was built for publication: Processes with long memory: Regenerative construction and perfect simulation