| Grant number: | 15/09094-3 |
| Support Opportunities: | Regular Research Grants |
| Duration: | July 01, 2015 - June 30, 2017 |
| Field of knowledge: | Physical Sciences and Mathematics - Probability and Statistics - Probability |
| Principal Investigator: | Alexsandro Giacomo Grimbert Gallo |
| Grantee: | Alexsandro Giacomo Grimbert Gallo |
| Host Institution: | Centro de Ciências Exatas e de Tecnologia (CCET). Universidade Federal de São Carlos (UFSCAR). São Carlos , SP, Brazil |
| Associated researchers: | Ricardo Felipe Ferreira |
Abstract
We propose to develop a general study of long range stochastic chains, under several approaches listed below.(1) Questions related to existence and uniqueness of the stationary measure. (2) Construction of algorithms that perfectly simulates the stationary measure, and relation with the notion of finitary coding. (3) Relation between the notion of Gibbsianess and the notion of regularity of a stochastic chain. (4) Statistical inference of some characteristics of these chains. So this project is at the intersection of several areas of research (stochastic processes, dynamical systems, statistical physics, statistical inference), all related to the actual development of the theory of probabilities. (AU)
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