Correlation properties of the random linear high-order Markov chains
| Autor: | O. V. Usatenko, G. M. Pritula, Vadym Vekslerchik, S.S. Melnik |
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| Rok vydání: | 2020 |
| Předmět: |
Statistics and Probability
Sequence Markov chain Statistical Mechanics (cond-mat.stat-mech) FOS: Physical sciences Function (mathematics) Conditional probability distribution 60J10 68P30 Condensed Matter Physics 01 natural sciences 010305 fluids & plasmas 0103 physical sciences Applied mathematics State space 010306 general physics Random variable Finite set Condensed Matter - Statistical Mechanics Real number Mathematics |
| DOI: | 10.48550/arxiv.2002.05675 |
| Popis: | The aim of this paper is to study the correlation properties of random sequences with additive linear conditional probability distribution function (CPDF) and elaborate a reliable tool for their generation. It is supposed that the state space of the sequence under examination belongs to a finite set of real numbers. The CPDF is assumed to be additive and linear with respect to the values of the random variable. We derive the equations that relate the correlation functions of the sequence to the memory function coefficients, which determine the CPDF. The obtained analytical solutions for the equations connecting the memory and correlation functions are compared with the results of numerical simulation. Examples of possible correlation scenarios in the high-order additive linear chains are given. |
| Databáze: | OpenAIRE |
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