Generating Stochastic Processes Based on the Finitary Interval Algorithm

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概要

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• 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.

• （社）電子情報通信学会の論文
• 2008-09-01

著者

• Fujisaki Hiroshi

  Graduate School Of Natural Science And Technology Kanazawa University

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• On Correlation Values of M-Phase Spreading Sequences of Markov Chains
• On Generating Stochastic Processes Based on the Interval Algorithm
• On auto-correlation values of de Bruijn sequences
• Approximations for Bit Error Probabilities in SSMA Communication Systems Using Spreading Sequences of Markov Chains

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