Generating Stochastic Processes Based on the Finitary Interval Algorithm

• FUJISAKI Hiroshi

  Graduate School of Natural Science and Technology, Kanazawa University The Institute of Electronics, Information and Communication Engineers

抄録

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.

収録刊行物

• IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences

  IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences E91-A (9), 2482-2488, 2008

  一般社団法人 電子情報通信学会

キーワード

• random number generation
• interval algorithm
• induced transformation
• Bernoulli shift
• Markov process
• finitary coding

詳細情報

• CRID: 1390282681287085824
• NII論文ID: 10026851740
• NII書誌ID: AA10826239
• DOI: 10.1093/ietfec/e91-a.9.2482
• ISSN: 17451337
• ISSN: 09168508
• Web Site: https://www.jstage.jst.go.jp/article/transfun/E91.A/9/E91.A_9_2482/_pdf
• 本文言語コード: en
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