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

2019/09/10 by Cénac, P., Chauvin, B., Paccaut, F. +1
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1909.04475

Abstract

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.

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