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 |
Externí odkaz: |