Variable Length Markov Chains, Persistent Random Walks: a close encounter

Autor: Cénac, P., Chauvin, B., Paccaut, F., Pouyanne, N.
Rok vydání: 2019
Předmět:
Druh dokumentu: Working Paper
Popis: 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-Markov property of underlying processes.
Comment: Book chapter
Databáze: arXiv