MISC

2008年9月

Generating stochastic processes based on the finitary interval algorithm

IEICE TRANSACTIONS ON FUNDAMENTALS OF ELECTRONICS COMMUNICATIONS AND COMPUTER SCIENCES
  • Hiroshi Fujisaki

E91A
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
DOI
https://doi.org/10.1093/ietfec/e91-a.9.2482
CiNii Articles
http://ci.nii.ac.jp/naid/10026851740
Web of Science
https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=JSTA_CEL&SrcApp=J_Gate_JST&DestLinkType=FullRecord&KeyUT=WOS:000259767300029&DestApp=WOS_CPL
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

エクスポート
BibTeX RIS