Spectral simplicity of apparent complexity. II: Exact complexities and complexity spectra
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Publication:4565945
Prediction theory (aspects of stochastic processes) (60G25) Statistical aspects of information-theoretic topics (62B10) Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes and prediction (62M20) Applications of statistics to physics (62P35)
Abstract: The meromorphic functional calculus developed in Part I overcomes the nondiagonalizability of linear operators that arises often in the temporal evolution of complex systems and is generic to the metadynamics of predicting their behavior. Using the resulting spectral decomposition, we derive closed-form expressions for correlation functions, finite-length Shannon entropy-rate approximates, asymptotic entropy rate, excess entropy, transient information, transient and asymptotic state uncertainty, and synchronization information of stochastic processes generated by finite-state hidden Markov models. This introduces analytical tractability to investigating information processing in discrete-event stochastic processes, symbolic dynamics, and chaotic dynamical systems. Comparisons reveal mathematical similarities between complexity measures originally thought to capture distinct informational and computational properties. We also introduce a new kind of spectral analysis via coronal spectrograms and the frequency-dependent spectra of past-future mutual information. We analyze a number of examples to illustrate the methods, emphasizing processes with multivariate dependencies beyond pairwise correlation. An appendix presents spectral decomposition calculations for one example in full detail.
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Cites work
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- Regularities unseen, randomness observed: Levels of entropy convergence
- Spectral simplicity of apparent complexity. I: The nondiagonalizable metadynamics of prediction
- Synchronization and control in intrinsic and designed computation: An information-theoretic analysis of competing models of stochastic computation
- The two-armed-bandit problem with time-invariant finite memory
Cited in
(6)- Shannon entropy rate of hidden Markov processes
- Strong and weak optimizations in classical and quantum models of stochastic processes
- Information dimension of stochastic processes on networks: relating entropy production to spectral properties
- Spectral simplicity of apparent complexity. I: The nondiagonalizable metadynamics of prediction
- Optimality and complexity in measured quantum-state stochastic processes
- Discovering causal structure with reproducing-kernel Hilbert space -machines
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