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Random perturbations of stochastic processes with unbounded variable length memory

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	Random perturbations of stochastic processes with unbounded variable length memory
2.	Creator	Author's name, affiliation, country	Pierre Collet; CNRS
2.	Creator	Author's name, affiliation, country	Antonio Galves; Universidade de Sao Paulo
2.	Creator	Author's name, affiliation, country	Florencia Leonardi; Universidade de Sao Paulo
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	chains of infinite order, variable length Markov chains, chains with unbounded variable length memory, random perturbations, algorithm Context, context trees.
3.	Subject	Subject classification	62M09, 60G99
4.	Description	Abstract	We consider binary infinite order stochastic chains perturbed by a random noise. This means that at each time step, the value assumed by the chain can be randomly and independently flipped with a small fixed probability. We show that the transition probabilities of the perturbed chain are uniformly close to the corresponding transition probabilities of the original chain. As a consequence, in the case of stochastic chains with unbounded but otherwise finite variable length memory, we show that it is possible to recover the context tree of the original chain, using a suitable version of the algorithm Context, provided that the noise is small enough.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)	This work is part of PRONEX/FAPESP's project emph{Stochastic behavior, critical phenomena and rhythmic pattern identification in natural languages} (grant number 03/09930-9), CNRS-FAPESP project emph{Probabilistic phonology of rhythm} and CNPq's
7.	Date	(YYYY-MM-DD)	2008-08-25
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ejp.ejpecp.org/article/view/538
10.	Identifier	Digital Object Identifier	10.1214/EJP.v13-538
11.	Source	Journal/conference title; vol., no. (year)	Electronic Journal of Probability; Vol 13
12.	Language	English=en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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