Random perturbations of stochastic processes with unbounded variable length memory
نویسندگان
چکیده
منابع مشابه
Random Perturbations of Stochastic Chains with Unbounded Variable Length Memory
Abstract. We consider binary infinite order stochastic chains perturbed by a random noise. This means that at each time step, the value assumed by the chain can be randomly and independently flipped with a small fixed probability. We show that the transition probabilities of the perturbed chain are uniformly close to the corresponding transition probabilities of the original chain. As a consequ...
متن کاملRandom perturbations of stochastic processes with unbounded variable length memory∗ PIERRE COLLET
We consider binary infinite order stochastic chains perturbed by a random noise. This means that at each time step, the value assumed by the chain can be randomly and independently flipped with a small fixed probability. We show that the transition probabilities of the perturbed chain are uniformly close to the corresponding transition probabilities of the original chain. As a consequence, in t...
متن کاملStochastic chains with memory of variable length
Stochastic chains with memory of variable length constitute an interesting family of stochastic chains of infinite order on a finite alphabet. The idea is that for each past, only a finite suffix of the past, called context, is enough to predict the next symbol. These models were first introduced in the information theory literature by Rissanen (1983) as a universal tool to perform data compres...
متن کاملVariable-Length Extractors: Efficiently Extracting Randomness from Weak Stochastic Processes
The topic of generating random bits from imperfect random sources was studied extensively. Existing work provides solutions that are based on the concept of a fixed-length extractor; namely, an algorithm that gets a fixed number of random bits from a source and generates random bits. Typically, the number of random bits extracted using fixed-length extractors is upperbounded by the min-entropy....
متن کاملA class of infinite dimensional stochastic processes with unbounded diffusion
The aim of this work is to provide an introduction into the theory of infinite dimensional stochastic processes. The thesis contains the paper A class of infinite dimensional stochastic processes with unbounded diffusion written at Linköping University during 2012. The aim of that paper is to take results from the finite dimensional theory into the infinite dimensional case. This is done via th...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2008
ISSN: 1083-6489
DOI: 10.1214/ejp.v13-538