The original paper is in English. Non-English content has been machine-translated and may contain typographical errors or mistranslations. ex. Some numerals are expressed as "XNUMX".
Copyrights notice
The original paper is in English. Non-English content has been machine-translated and may contain typographical errors or mistranslations. Copyrights notice
간격 알고리즘은 시퀀스 공간의 이동 형태로 표현될 수 있음을 지적합니다. 그런 다음 Bernoulli 프로세스를 사용하여 간격 알고리즘은 Markov 체인 블록 또는 Markov 체인의 독립 블록 시퀀스만 생성할 수 있지만 고정 Markov 프로세스는 생성할 수 없음을 명확히 합니다. Hamachi와 Keane이 구축한 유한 코딩 덕분에 우리는 간격 알고리즘을 사용하여 마르코프 프로세스를 생성하는 유한 간격 알고리즘이라는 절차를 얻습니다. 유한 간격 알고리즘은 또한 마르코프 측정값을 베르누이 측정값으로 변환하는 거의 모든 곳에서 정의된 맵을 제공합니다.
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Hiroshi FUJISAKI, "Generating Stochastic Processes Based on the Finitary Interval Algorithm" in IEICE TRANSACTIONS on Fundamentals,
vol. E91-A, no. 9, pp. 2482-2488, September 2008, doi: 10.1093/ietfec/e91-a.9.2482.
Abstract: We point out that the interval algorithm can be expressed in the form of a shift on the sequence space. Then we clarify that, by using a Bernoulli process, the interval algorithm can generate only a block of Markov chains or a sequence of independent blocks of Markov chains but not a stationary Markov process. By virtue of the finitary coding constructed by Hamachi and Keane, we obtain the procedure, called the finitary interval algorithm, to generate a Markov process by using the interval algorithm. The finitary interval algorithm also gives maps, defined almost everywhere, which transform a Markov measure to a Bernoulli measure.
URL: https://global.ieice.org/en_transactions/fundamentals/10.1093/ietfec/e91-a.9.2482/_p
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@ARTICLE{e91-a_9_2482,
author={Hiroshi FUJISAKI, },
journal={IEICE TRANSACTIONS on Fundamentals},
title={Generating Stochastic Processes Based on the Finitary Interval Algorithm},
year={2008},
volume={E91-A},
number={9},
pages={2482-2488},
abstract={We point out that the interval algorithm can be expressed in the form of a shift on the sequence space. Then we clarify that, by using a Bernoulli process, the interval algorithm can generate only a block of Markov chains or a sequence of independent blocks of Markov chains but not a stationary Markov process. By virtue of the finitary coding constructed by Hamachi and Keane, we obtain the procedure, called the finitary interval algorithm, to generate a Markov process by using the interval algorithm. The finitary interval algorithm also gives maps, defined almost everywhere, which transform a Markov measure to a Bernoulli measure.},
keywords={},
doi={10.1093/ietfec/e91-a.9.2482},
ISSN={1745-1337},
month={September},}
부
TY - JOUR
TI - Generating Stochastic Processes Based on the Finitary Interval Algorithm
T2 - IEICE TRANSACTIONS on Fundamentals
SP - 2482
EP - 2488
AU - Hiroshi FUJISAKI
PY - 2008
DO - 10.1093/ietfec/e91-a.9.2482
JO - IEICE TRANSACTIONS on Fundamentals
SN - 1745-1337
VL - E91-A
IS - 9
JA - IEICE TRANSACTIONS on Fundamentals
Y1 - September 2008
AB - We point out that the interval algorithm can be expressed in the form of a shift on the sequence space. Then we clarify that, by using a Bernoulli process, the interval algorithm can generate only a block of Markov chains or a sequence of independent blocks of Markov chains but not a stationary Markov process. By virtue of the finitary coding constructed by Hamachi and Keane, we obtain the procedure, called the finitary interval algorithm, to generate a Markov process by using the interval algorithm. The finitary interval algorithm also gives maps, defined almost everywhere, which transform a Markov measure to a Bernoulli measure.
ER -