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Characterization of stationary probability measures for Variable Length Markov Chains. (arXiv:1807.01075v1 [math.PR])

来源于:arXiv
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. 查看全文>>