Effective complexity of stationary process realizations (Q400883)

Summary: The concept of effective complexity of an object as the minimal description length of its regularities has been initiated by \textit{M. Gell-Mann} and \textit{S. Lloyd} [Complexity 2, No. 1, 44--52 (1996; Zbl 1294.94011)]. The regularities are modeled by means of ensembles, which is the probability distributions on finite binary strings. In our previous paper [IEEE Trans. Inform. Theory 56, No. 9, 4593--4607 (2010), \url{doi:10.1109/TIT.2010.2053892})], we proposed a definition of effective complexity in precise terms of algorithmic information theory. Here, we investigate the effective complexity of binary strings generated by stationary, in general not computable, processes. We show that, under not too strong conditions, long typical process realizations are effectively simple. Our results become most transparent in the context of coarse effective complexity, which is a modification of the original notion of effective complexity that needs less parameters in its definition. A similar modification of the related concept of sophistication has been suggested by \textit{L. Antunes} and \textit{L. Fortnow} [Theory Comput. Syst. 45, No.~1, 150--161 (2009; Zbl 1175.68209)].