Stationary and Transition Probabilities in Slow Mixing, Long Memory Markov Processes

Meysam Asadi, Ramezan Paravi Torghabeh, Narayana P. Santhanam

We observe a length-$n$ sample generated by an unknown,stationary ergodic Markov process (\emph{model}) over a finite alphabet $\mathcal{A}$. Given any string $\mathbf{w}$ of symbols f…