Generating Stochastic Processes Based on the Finitary Interval Algorithm

  • Authors:
  • Hiroshi Fujisaki

  • Affiliations:
  • -

  • Venue:
  • IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
  • Year:
  • 2008

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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.