Characterization of stationary probability measures for Variable Length Markov Chains - Archive ouverte HAL Accéder directement au contenu
Pré-Publication, Document De Travail Année : 2020

Characterization of stationary probability measures for Variable Length Markov Chains

Résumé

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 uniqueness of a stationary probability measure for a VLMC chain are given. These characterizations turn into necessary and sufficient conditions for VLMC associated to a subclass of probabilised context trees: the shift-stable context trees. As a by-product, we prove that a VLMC chain whose stabilized context tree is again a context tree has at most one stationary probability measure.

Dates et versions

hal-02462959 , version 1 (31-01-2020)

Identifiants

Citer

Peggy Cénac, Brigitte Chauvin, Frédéric Paccaut, Nicolas Pouyanne. Characterization of stationary probability measures for Variable Length Markov Chains. 2020. ⟨hal-02462959⟩

Relations

28 Consultations
0 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More