Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Processes with Long Memory: Regenerative Construction and Perfect
  Simulation   We present a perfect simulation algorithm for stationary processes indexed by
Z, with summable memory decay. Depending on the decay, we construct the process
on finite or semi-infinite intervals, explicitly from an i.i.d. uniform
sequence. Even though the process has infinite memory, its value at time 0
depends only on a finite, but random, number of these uniform variables. The
algorithm is based on a recent regenerative construction of these measures by
Ferrari, Maass, Mart{\'\i}nez and Ney. As applications, we discuss the perfect
simulation of binary autoregressions and Markov chains on the unit interval.

9
The categories of this paper are: nlin
15
The categories of this paper are: nucl-ex
27
The categories of this paper are: comp-gas
12
The categories of this paper are: nucl-th
32
The categories of this paper are: atom-ph
19
The categories of this paper are: eess
21
The categories of this paper are: adap-org
35
The categories of this paper are: mtrl-th
29
The categories of this paper are: funct-an
26
The categories of this paper are: bayes-an
18
The categories of this paper are: econ
5
The categories of this paper are: gr-qc
17
The categories of this paper are: q-fin
13
The categories of this paper are: quant-ph
24
The categories of this paper are: dg-ga
1
The categories of this paper are: cs