X-Git-Url: https://bilbo.iut-bm.univ-fcomte.fr/and/gitweb/rairo15.git/blobdiff_plain/7dd748e9a068c99c61fefdcbde3c24e4c9b74bf9..4da7584dffe58a5bbdcd406436a5b139ee4c13fd:/stopping.tex?ds=sidebyside diff --git a/stopping.tex b/stopping.tex index d3b4f4d..9cc720c 100644 --- a/stopping.tex +++ b/stopping.tex @@ -139,10 +139,10 @@ such that the distribution of $X_\tau$ is $\pi$: $$\P_X(X_\tau=Y)=\pi(Y).$$ -\begin{Theo} +\begin{thrm} If $\tau$ is a strong stationary time, then $d(t)\leq \max_{X\in\Bool^{\mathsf{N}}} \P_X(\tau > t)$. -\end{Theo} +\end{thrm} %Let $\Bool^n$ be the set of words of length $n$. @@ -182,9 +182,9 @@ $(X,\ov{h}(X)) \in E$ and $X\oplus\ov{h}(X)=0^{{\mathsf{N}}-h(X)}10^{h(X)-1}$. The function $\ov{h}$ is said {\it square-free} if for every $X\in \Bool^{\mathsf{N}}$, $\ov{h}(\ov{h}(X))\neq X$. -\begin{Lemma}\label{lm:h} +\begin{lmm}\label{lm:h} If $\ov{h}$ is bijective and square-free, then $h(\ov{h}^{-1}(X))\neq h(X)$. -\end{Lemma} +\end{lmm} \begin{proof} Let $\ov{h}$ be bijective. @@ -233,9 +233,9 @@ are fair. The integer $\ts$ is a randomized stopping time for the Markov chain $(X_t)$. -\begin{Lemma} +\begin{lmm} The integer $\ts$ is a strong stationary time. -\end{Lemma} +\end{lmm} \begin{proof} Let $\tau_\ell$ be the first time that $\ell$ is fair. The random variable @@ -252,10 +252,10 @@ the same probability. Therefore, for $t\geq \tau_\ell$, the $\ell$-th bit of $X_t$ is $0$ or $1$ with the same probability, proving the lemma.\end{proof} -\begin{Theo} \label{prop:stop} +\begin{thrm} \label{prop:stop} If $\ov{h}$ is bijective and square-free, then $E[\ts]\leq 8{\mathsf{N}}^2+ {\mathsf{N}}\ln ({\mathsf{N}}+1)$. -\end{Theo} +\end{thrm} For each $X\in \Bool^{\mathsf{N}}$ and $\ell\in\llbracket 1,{\mathsf{N}}\rrbracket$, let $S_{X,\ell}$ be the @@ -268,11 +268,11 @@ $$S_{X,\ell}=\min \{t \geq 1\mid h(X_{t-1})\neq \ell\text{ and }Z_t=(\ell,.)\tex $$\lambda_h=\max_{X,\ell} S_{X,\ell}.$$ -\begin{Lemma}\label{prop:lambda} +\begin{lmm}\label{prop:lambda} If $\ov{h}$ is a square-free bijective function, then the inequality $E[\lambda_h]\leq 8{\mathsf{N}}^2$ is established. -\end{Lemma} +\end{lmm} \begin{proof} For every $X$, every $\ell$, one has $\P(S_{X,\ell})\leq 2)\geq @@ -318,9 +318,9 @@ which concludes the proof. Let $\ts^\prime$ be the first time that there are exactly ${\mathsf{N}}-1$ fair elements. -\begin{Lemma}\label{lm:stopprime} +\begin{lmm}\label{lm:stopprime} One has $E[\ts^\prime]\leq {\mathsf{N}} \ln ({\mathsf{N}}+1).$ -\end{Lemma} +\end{lmm} \begin{proof} This is a classical Coupon Collector's like problem. Let $W_i$ be the