104 citations · 138 across the 6 of their papers we have counts for
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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…
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…
Recurrence of Multidimensional Persistent Random Walks. Fourier and Series Criteria
Peggy Cénac, Basile De Loynes, Yoann Offret +1
The recurrence features of persistent random walks built from variable length Markov chains are investigated. We observe that these stochastic processes can be seen as L{é}vy walks…
Almost sure central limit theorems for random ratios and applications to LSE for fractional Ornstein-Uhlenbeck processes
Peggy Cénac, Khalifa Es-Sebaiy
We investigate an almost sure limit theorem (ASCLT) for sequences of random variables having the form of a ratio of two terms such that the numerator satisfies the ASCLT and the de…
Persistent random walks, variable length Markov chains and piecewise deterministic Markov processes
Peggy Cénac, Brigitte Chauvin, Samuel Herrmann +1
A classical random walk is defined by , where are i.i.d. When the increments are a one-…