A general framework for perfect simulation of long memory processes

preprint2010arXivOpen access

Abstract

In this paper a general approach for the perfect simulation of a stationary process with at most countable state space is outlined. The process is specified through a kernel, prescribing the probability of each state conditional to the whole past history. We follow the seminal paper of Comets, Fernandez and Ferrari, where sufficient conditions for the construction of a certain perfect simulation algorithm have been given. We generalize this approach by defining backward coalescence times for these kind of processes; this allows us to construct perfect simulation algorithms under weaker conditions.

Explore this paper’s authors, topics and related work.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Reviews 0

Write a reviewWrite

No reviews yet.

Discussion 0

Add a commentWrite

No comments yet.