|
| | | | |
| | | |
| Stat |
Members: 3645
Articles: 2'504'928
Articles rated: 2609
26 April 2024 |
|
| | | | |
|
Article overview
| |
|
|
Additive N-Step Markov Chains as Prototype Model of Symbolic Stochastic Dynamical Systems with Long-Range Correlations | | Z.A. Mayzelis
; S. S. Mel’nyk
; O. V. Usatenko
; V. A. Yampol’skii
; | | Date: |
21 Mar 2006 | | Subject: | Data Analysis, Statistics and Probability; General Physics | | Abstract: | A theory of symbolic dynamic systems with long-range correlations based on the consideration of the binary N-step Markov chains developed earlier in Phys. Rev. Lett. 90, 110601 (2003) is generalized to the biased case (non equal numbers of zeros and unities in the chain). In the model, the conditional probability that the i-th symbol in the chain equals zero (or unity) is a linear function of the number of unities (zeros) among the preceding N symbols. The correlation and distribution functions as well as the variance of number of symbols in the words of arbitrary length L are obtained analytically and verified by numerical simulations. A self-similarity of the studied stochastic process is revealed and the similarity group transformation of the chain parameters is presented. The diffusion Fokker-Planck equation governing the distribution function of the L-words is explored. If the persistent correlations are not extremely strong, the distribution function is shown to be the Gaussian with the variance being nonlinearly dependent on L. An equation connecting the memory and correlation function of the additive Markov chain is presented. This equation allows reconstructing a memory function using a correlation function of the system. Effectiveness and robustness of the proposed method is demonstrated by simple model examples. Memory functions of concrete coarse-grained literary texts are found and their universal power-law behavior at long distances is revealed. | | Source: | arXiv, physics/0603170 | | Services: | Forum | Review | PDF | Favorites | |
|
|
No review found.
Did you like this article?
Note: answers to reviews or questions about the article must be posted in the forum section.
Authors are not allowed to review their own article. They can use the forum section.
browser Mozilla/5.0 AppleWebKit/537.36 (KHTML, like Gecko; compatible; ClaudeBot/1.0; +claudebot@anthropic.com)
|
| |
|
|
|
|
News, job offers and information for researchers and scientists:
| |
REGISTER