Predicting non-stationary processes
Suppose we are given two probability measures on the set of one-way infinite finite-alphabet sequences. Consider the question of when one of the measures predicts the other, that is, when conditional probabilities converge (in a certain sense), if one of
|Collections||ANU Research Publications|
|Source:||Applied Mathematics Letters|
|01_Ryabko_Predicting_non-stationary_2008.pdf||254.18 kB||Adobe PDF||Request a copy|
Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.