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arXiv · 1909.04475

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

P. Cénac·B. Chauvin·F. Paccaut·N. Pouyanne
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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.

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P. Cénac, B. Chauvin, F. Paccaut, N. Pouyanne. 2019-09-10. Variable Length Markov Chains, Persistent Random Walks: a close encounter. https://arxiv.org/abs/1909.04475

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