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A construction for multi-modal processes, and a potential memory device

Published online by Cambridge University Press:  14 July 2016

P. Whittle*
Affiliation:
University of Cambridge
*
Postal address: Statistical Laboratory, University of Cambridge, 16 Mill Lane, Cambridge CB2 1SB, UK.

Abstract

It is shown that if parameters occurring linearly in the transition intensity of a Markov process are replaced by their respective ‘Bayesian estimates' then the new process thus generated has an equilibrium distribution which is a mixture (over parameter values) of the original parametrised equilibrium distribution.

One effectively then has an extra state dependence in that one selects from a given class of transition rules those rules which are most consistent with the value of current state. The effect of this is thus to preserve the status quo, in that unlikely transitions are made even less likely. By this means one can construct processes which show several distinct and metastable modes of behaviour, and which can serve as models for memory devices.

Type
Research Papers
Copyright
Copyright © Applied Probability Trust 1990 

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