English

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

Probability 2019-09-11 v1

Abstract

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.

Keywords

Cite

@article{arxiv.1909.04475,
  title  = {Variable Length Markov Chains, Persistent Random Walks: a close encounter},
  author = {P. Cénac and B. Chauvin and F. Paccaut and N. Pouyanne},
  journal= {arXiv preprint arXiv:1909.04475},
  year   = {2019}
}

Comments

Book chapter

R2 v1 2026-06-23T11:11:01.855Z