In this paper we study stochastic process indexed by Z constructed from certain transition kernels depending on the whole past. These kernels prescribe that, at any time, the current state is selected by looking only at a previous random instant. We characterize uniqueness in terms of simple concepts concerning families of stochastic matrices, generalizing the results previously obtained in De Santis and Piccioni (J Stat Phys 150(6):1017–1029, 2013).
One-dimensional infinite memory imitation models with noise / DE SANTIS, Emilio; Piccioni, Mauro. - In: JOURNAL OF STATISTICAL PHYSICS. - ISSN 0022-4715. - STAMPA. - 161:2(2015), pp. 346-364. [10.1007/s10955-015-1335-5]
One-dimensional infinite memory imitation models with noise
DE SANTIS, Emilio;PICCIONI, MAURO
2015
Abstract
In this paper we study stochastic process indexed by Z constructed from certain transition kernels depending on the whole past. These kernels prescribe that, at any time, the current state is selected by looking only at a previous random instant. We characterize uniqueness in terms of simple concepts concerning families of stochastic matrices, generalizing the results previously obtained in De Santis and Piccioni (J Stat Phys 150(6):1017–1029, 2013).| File | Dimensione | Formato | |
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