Backward Coalescence Times for Perfect Simulation of Chains with Infinite Memory
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Publication:2897145
DOI10.1239/jap/1339878789zbMath1246.60079OpenAlexW2044754419MaRDI QIDQ2897145
Emilio De Santis, Mauro Piccioni
Publication date: 8 July 2012
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jap/1339878789
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic processes (60G99)
Related Items (8)
Perfect simulation for the infinite random cluster model, Ising and Potts models at low or high temperature ⋮ Attractive regular stochastic chains: perfect simulation and phase transition ⋮ One-dimensional infinite memory imitation models with noise ⋮ Perfect simulation of autoregressive models with infinite memory ⋮ Non-regular g-measures and variable length memory chains ⋮ Stochastic Sequences with a Regenerative Structure that May Depend Both on the Future and on the Past ⋮ Variable length memory chains: characterization of stationary probability measures ⋮ Perfect simulation of processes with long memory: A “coupling into and from the past” algorithm
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