Renewal model for dependent binary sequences

DOI10.1007/S10955-022-02893-8zbMATH Open1493.62018arXiv2108.11293OpenAlexW4213031259MaRDI QIDQ2116523FDOQ2116523

Marco Zamparo

Publication date: 17 March 2022

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Abstract: We suggest to construct infinite stochastic binary sequences by associating one of the two symbols of the sequence with the renewal times of an underlying renewal process. Focusing on stationary binary sequences corresponding to delayed renewal processes, we investigate correlations and the ability of the model to implement a prescribed autocovariance structure, showing that a large variety of subexponential decay of correlations can be accounted for. In particular, robustness and efficiency of the method are tested by generating binary sequences with polynomial and stretched-exponential decay of correlations. Moreover, to justify the maximum entropy principle for model selection, an asymptotic equipartition property for typical sequences that naturally leads to the Shannon entropy of the waiting time distribution is demonstrated. To support the comparison of the theory with data, a law of large numbers and a central limit theorem are established for the time average of general observables.

Full work available at URL: https://arxiv.org/abs/2108.11293

zbMATH Keywords

central limit theoreminverse problemslaw of large numbersmaximum entropy principledependent binary datastationary binary sequences

Mathematics Subject Classification ID

Probabilistic graphical models (62H22) Stationary stochastic processes (60G10) Sample path properties (60G17) Sufficient statistics and fields (62B05) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20)

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Cited In (1)

• Antipersistent binary time series

Uses Software

• CorBin

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