6533b86dfe1ef96bd12cabb2

RESEARCH PRODUCT

Variable Length Markov Chains, Persistent Random Walks: a close encounter

Peggy CénacFrédéric PaccautNicolas PouyanneBrigitte Chauvin

subject

[MATH.MATH-PR] Mathematics [math]/Probability [math.PR]Property (philosophy)Markov chain010102 general mathematicsProbability (math.PR)Close encounterVariable lengthRandom walk01 natural sciences[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]010104 statistics & probabilityFOS: MathematicsPoint (geometry)Statistical physics0101 mathematicsMathematics - ProbabilityMathematics

description

This is the story of the encounter between two worlds: the world of random walks and the world of Variable Length Markov Chains (VLMC). The meeting point turns around the semi-Markov property of underlying processes.

yearjournalcountryeditionlanguage
2020-01-31
https://hal.archives-ouvertes.fr/hal-02462950