HIGH-ORDER CORRELATION FUNCTIONS OF BINARY MULTI-STEP MARKOV CHAINS

DOI10.1142/S0217979208048589MaRDI QIDQ3544952zbMATH OpenFDO

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

Publication date 8 December 2008

Published in International Journal of Modern Physics B (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/physics/0610081

zbMATH Keywords

correlation functionsMarkov sequencesadditive Markov chainsmemory function of Markov chains

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Abstract: Two approaches to studying the correlation functions of the binary Markov sequences are considered. The first of them is based on the study of probability of occurring different words in the sequence. The other one uses recurrence relations for correlation functions. These methods are applied for two important particular classes of the Markov chains. These classes include the Markov chains with permutative conditional probability functions and the additive Markov chains with the small memory functions. The exciting property of the self-similarity (discovered in Phys. Rev. Lett. 90, 110601 (2003) for the additive Markov chain with the step-wise memory function) is proved to be the intrinsic property of any permutative Markov chain. Applicability of the correlation functions of the additive Markov chains with the small memory functions to calculating the thermodynamic characteristics of the classical Ising spin chain with long-range interaction is discussed.

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Cites work

• Additive \(N\)-step Markov chains as prototype model of symbolic stochastic dynamical systems with long-range correlations
• Dynamical correlations
• LONG RANGE CORRELATION IN HUMAN WRITINGS
• Long term persistence in the atmosphere: Global laws and tests of climate models
• Long-range memory and non-Markov statistical effects in human sensorimotor coordination
• Memory functions and correlations in additive binary Markov chains

Cited in

(4)

• Correlation properties of the random linear high-order Markov chains
• Some applications, properties and conjectures for higher order cumulants of a markovian stepping-stone model
• Non-additive properties of finite 1D Ising chains with long-range interactions
• Memory functions and correlations in additive binary Markov chains

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