5 papers
Markov and almost Markov properties in one, two or more directions
Aernout van Enter, Arnaud Le Ny, Frédéric Paccaut
In this review-type paper written at the occasion of the Oberwolfach workshop {\em One-sided vs. Two-sided stochastic processes} (february 22-29, 2020), we discuss and compare Mark…
Variable Length Memory Chains: characterization of stationary probability measures
Peggy Cénac, Brigitte Chauvin, Camille Noûs +2
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 wel…
Variable Length Markov Chains, Persistent Random Walks: a close encounter
P. Cénac, B. Chauvin, F. Paccaut +1
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-Mark…
Non-regular g-measures and variable length memory chains
Ricardo F. Ferreira, Sandro Gallo, Frédéric Paccaut
It is well-known that there always exists at least one stationary measure compatible with a continuous g-function g. Here we prove that if the set of discontinuities of the g-funct…
Characterization of stationary probability measures for Variable Length Markov Chains
Peggy Cénac, Brigitte Chauvin, Frédéric Paccaut +1
By introducing a key combinatorial structure for words produced by a Variable Length Markov Chain (VLMC), the longest internal suffix, precise characterizations of existence and un…