Perfect Simulation of a Coupling Achieving the (d)over-bar-distance Between Ordered Pairs of Binary Chains of Infinite Order


Autoria(s): GALVES, Antonio; GARCIA, Nancy L.; PRIEUR, Clementine
Contribuinte(s)

UNIVERSIDADE DE SÃO PAULO

Data(s)

20/10/2012

20/10/2012

2010

Resumo

We explicitly construct a stationary coupling attaining Ornstein`s (d) over bar -distance between ordered pairs of binary chains of infinite order. Our main tool is a representation of the transition probabilities of the coupled bivariate chain of infinite order as a countable mixture of Markov transition probabilities of increasing order. Under suitable conditions on the loss of memory of the chains, this representation implies that the coupled chain can be represented as a concatenation of i.i.d. sequences of bivariate finite random strings of symbols. The perfect simulation algorithm is based on the fact that we can identify the first regeneration point to the left of the origin almost surely.

PRONEX/ FAPESP[03/09930-9]

CNPq

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

FAPESP/CNRS[2006/50339-0]

Centre National de la Recherche Scientifique (CNRS)

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

CNPq[305447/2008-4]

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

CNPq[301530/2007-6]

Identificador

JOURNAL OF STATISTICAL PHYSICS, v.141, n.4, p.669-682, 2010

0022-4715

http://producao.usp.br/handle/BDPI/30459

10.1007/s10955-010-0071-0

http://dx.doi.org/10.1007/s10955-010-0071-0

Idioma(s)

eng

Publicador

SPRINGER

Relação

Journal of Statistical Physics

Direitos

restrictedAccess

Copyright SPRINGER

Palavras-Chave #Ornstein`s (d)over-bar-distance #Chains of infinite order #Ordered binary chains #Regenerative scheme #2-STATE MARKOV-PROCESSES #DBAR-DISTANCE #REPRESENTATION #Physics, Mathematical
Tipo

article

original article

publishedVersion