2008年9月
Generating stochastic processes based on the finitary interval algorithm
IEICE TRANSACTIONS ON FUNDAMENTALS OF ELECTRONICS COMMUNICATIONS AND COMPUTER SCIENCES
- 巻
- E91A
- 号
- 9
- 開始ページ
- 2482
- 終了ページ
- 2488
- 記述言語
- 英語
- 掲載種別
- DOI
- 10.1093/ietfec/e91-a.9.2482
- 出版者・発行元
- IEICE-INST ELECTRONICS INFORMATION COMMUNICATIONS ENG
We point out that the interval algorithm can be expressed in the form of a shift on the sequence space. Then we clarify that, by using a Bernoulli process, the interval algorithm can generate only a block of Markov chains or a sequence of independent blocks of Markov chains but not a stationary Markov process. By virtue of the finitary coding constructed by Hamachi and Keane, we obtain the procedure, called the finitary interval algorithm, to generate a Markov process by using the interval algorithm. The finitary interval algorithm also gives maps, defined almost everywhere, which transform a Markov measure to a Bernoulli measure.
- リンク情報
- ID情報
-
- DOI : 10.1093/ietfec/e91-a.9.2482
- ISSN : 0916-8508
- eISSN : 1745-1337
- CiNii Articles ID : 10026851740
- Web of Science ID : WOS:000259767300029