頁籤選單縮合
題 名 | Stationarity and Mixing Properties of Replicating Character Strings |
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作 者 | Chaudhuri, Probal; Dasgupta, Amites; | 書刊名 | Statistica Sinica |
卷 期 | 16:1 民95.01 |
頁 次 | 頁29-43 |
分類號 | 319.5 |
關鍵詞 | α-mixing property; Exchangeable processes; Hidden Markov processes; Markov chains; Stationary processes; |
語 文 | 英文(English) |
英文摘要 | In this article, some models for random replication of character strings are considered that involved random mutations, deletions and insertions of characters. We derive some sufficient conditions on the replication process and the ancestor chain that ensure stationarity and mixing properties of the replicated chain. We also give examples of replication processes which lead to descendant chains not having any mixing properties seven if the ancestor chain is i.i.d. in nature. Stationarity and mixing properties are two properties of dependent processes that are of fundamental importance and well studied in the literature. These properties are quite useful in generalizing many asymptotic results for i.i.d. processes to dependent processes and, in many situations, they are useful in justifying statistical estimation and inference based on dependent data. The presence of random deletions and insertions makes our stochastic replication model considerably different from models that involve only mutations, and it leads to some interesting theoretical problems. |
本系統中英文摘要資訊取自各篇刊載內容。