Memory functions and correlations in additive binary Markov chains

DOI10.1088/0305-4470/39/46/004MaRDI QIDQ3419316zbMATH OpenOpenAlexFDO

Authors S. S. Melnyk, O. V. Usatenko, V. A. Yampol'skii, S. S. Apostolov, Z. A. Maiselis

Publication date 6 February 2007

Published in Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/physics/0603171

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

Abstract: A theory of additive Markov chains with long-range memory, proposed earlier in Phys. Rev. E 68, 06117 (2003), is developed and used to describe statistical properties of long-range correlated systems. The convenient characteristics of such systems, a memory function, and its relation to the correlation properties of the systems are examined. Various methods for finding the memory function via the correlation function are proposed. The inverse problem (calculation of the correlation function by means of the prescribed memory function) is also solved. This is demonstrated for the analytically solvable model of the system with a step-wise memory function.

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