Abstract
The main result is a universal pointwise test that, when presented with a set of words $S$ on a finite or countable alphabet ${\cal X}$ 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 ${\cal X}$, 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.
| Original language | English |
|---|---|
| Article number | 6532389 |
| Pages (from-to) | 6873-6879 |
| Number of pages | 7 |
| Journal | IEEE Transactions on Information Theory |
| Volume | 59 |
| Issue number | 10 |
| DOIs | |
| State | Published - 2013 |
Keywords
- Statistical learning
- stationary processes
- stochastic processes
Fingerprint
Dive into the research topics of 'Universal tests for memory words'. Together they form a unique fingerprint.Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver