Informatics and Applications2014, Volume 8, Issue 4, pp 46-52
SWITCHING ON OF NEW BANS IN RANDOM SEQUENCES
AbstractThe problem ofgenerating one probability measure on space ofthe infinite sequences on finite alphabets with a-algebra generated by cylindrical sets out of another probability measure on this space is considered.
A new probability measure is arranged to reduce the set ofadmissible trajectories ofrandom sequences definitely. Inadmissibility of trajectories is defined in terms of specifications of the smallest bans. If a specification of the smallest bans is given, then the powers of support of projections of the new measure can be determined. It gives conditions to construct several sets offunctions. These functions and projections ofthe initial measure define a set ofmeasures on finite spaces which define the only probability measure on the space ofinfinite sequences.
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TitleSWITCHING ON OF NEW BANS IN RANDOM SEQUENCES
JournalInformatics and Applications
2014, Volume 8, Issue 4, pp 46-52
PublisherInstitute of Informatics Problems, Russian Academy of Sciences
Key wordsrandom sequences; bans of probability measures; generation of probability measures; statistical problems on random sequences
AuthorsA. A. Grusho,, N. A. Grusho, and E. E. Timonina
Author AffiliationsInstitute of Informatics Problems, Russian Academy of Sciences, 44-2 Vavilov Str., Moscow 119333, Russian Federation Federation
Faculty of Computational Mathematics and Cybernetics, M.V. Lomonosov Moscow State University, 1-52 Leninskiye Gory, GSP-1, Moscow 119991, Russian Federation