DocumentCode
106478
Title
Universal Tests for Memory Words
Author
Morvai, Gusztav ; Weiss, Benjamin
Author_Institution
MTA-BME Stochastics Res. Group, Budapest, Hungary
Volume
59
Issue
10
fYear
2013
fDate
Oct. 2013
Firstpage
6873
Lastpage
6879
Abstract
The main result is a universal pointwise test that, when presented with a set of words S on a finite or countable alphabet X that purports to be a set of memory words for a stationary process, will eventually almost surely return the value YES precisely when all positive probability words in S are memory words. For example, if S consists of all of the single letters in X, then the test will eventually say yes if and only if the process is a Markov chain. Various further positive and negative results of this type are also given.
Keywords
Markov processes; probability; Markov chain; countable alphabet X; finite alphabet X; memory words; positive probability words; stationary process; universal pointwise test; Frequency modulation; Indexes; Markov processes; Memory management; Probability distribution; Random variables; Time series analysis; Statistical learning; stationary processes; stochastic processes;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.2013.2268913
Filename
6532389
Link To Document