Generating Stochastic Processes Based on the Finitary Interval Algorithm

Hiroshi FUJISAKI  

Publication
IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences   Vol.E91-A   No.9   pp.2482-2488
Publication Date: 2008/09/01
Online ISSN: 1745-1337
DOI: 10.1093/ietfec/e91-a.9.2482
Print ISSN: 0916-8508
Type of Manuscript: Special Section PAPER (Special Section on Nonlinear Theory and its Applications)
Category: Communications and Sequences
Keyword: 
random number generation,  interval algorithm,  induced transformation,  Bernoulli shift,  Markov process,  finitary coding,  

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Summary: 
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.