Minimal auxiliary Markov chains through sequential elimination of states
When using an auxiliary Markov chain to compute the distribution of a pattern statistic, the computational complexity is directly related to the number of Markov chain states. Theory related to minimal deterministic finite automata have been applied to large state spaces to reduce the number of Mark...
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Published in | Communications in statistics. Simulation and computation Vol. 48; no. 4; pp. 1040 - 1054 |
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Main Author | |
Format | Journal Article |
Language | English |
Published |
Taylor & Francis
21.04.2019
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Subjects | |
Online Access | Get full text |
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Summary: | When using an auxiliary Markov chain to compute the distribution of a pattern statistic, the computational complexity is directly related to the number of Markov chain states. Theory related to minimal deterministic finite automata have been applied to large state spaces to reduce the number of Markov chain states so that only a minimal set remains. In this paper, a characterization of equivalent states is given so that extraneous states are deleted during the process of forming the state space, improving computational efficiency. The theory extends the applicability of Markov chain based methods for computing the distribution of pattern statistics. |
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ISSN: | 0361-0918 1532-4141 |
DOI: | 10.1080/03610918.2017.1406505 |