Search results for "semi-markov chains"

showing 2 items of 2 documents

Variable Length Memory Chains: Characterization of stationary probability measures

2021

Variable Length Memory Chains (VLMC), which are generalizations of finite order Markov chains, turn out to be an essential tool to modelize random sequences in many domains, as well as an interesting object in contemporary probability theory. The question of the existence of stationary probability measures leads us to introduce a key combinatorial structure for words produced by a VLMC: the Longest Internal Suffix. This notion allows us to state a necessary and sufficient condition for a general VLMC to admit a unique invariant probability measure. This condition turns out to get a much simpler form for a subclass of VLMC: the stable VLMC. This natural subclass, unlike the general case, enj…

Statistics and ProbabilityPure mathematicsLongest Internal SuffixStationary distributionMarkov chain60J05 60C05 60G10Probability (math.PR)010102 general mathematics01 natural sciencesMeasure (mathematics)Variable Length Memory Chains010104 statistics & probabilityProbability theoryConvergence of random variablesFOS: MathematicsCountable setState spaceRenewal theory[MATH]Mathematics [math]0101 mathematicsstable context treessemi-Markov chainsMathematics - Probabilitystationary probability measureMathematicsBernoulli
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Modeling temporal dominance of sensations data with stochastic processes

2018

National audience

[SDV.AEN] Life Sciences [q-bio]/Food and Nutritionlikelihoodconsumer segmentationTemporal Dominance of Sensations[SDV.AEN]Life Sciences [q-bio]/Food and NutritionComputingMilieux_MISCELLANEOUSsemi-markov chains
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