dorsal/arxiv
View SchemaMemory Functions of the Additive Markov chains: Applications to Complex Dynamic Systems
| Authors | S. S. Melnyk, O. V. Usatenko, V. A. Yampol'skii |
|---|---|
| Categories | |
| ArXiv ID | physics/0412169 |
| URL | https://arxiv.org/abs/physics/0412169 |
Abstract
A new approach to describing correlation properties of complex dynamic systems with long-range memory based on a concept of additive Markov chains (Phys. Rev. E 68, 061107 (2003)) is developed. An equation connecting a memory function of the chain and its correlation function is presented. This equation allows reconstructing the memory function using the correlation function of the system. Thus, we have elaborated a novel method to generate a sequence with prescribed correlation function. Effectiveness and robustness of the proposed method is demonstrated by simple model examples. Memory functions of concrete coarse-grained literary texts are found and their universal power-law behavior at long distances is revealed.
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"abstract": "A new approach to describing correlation properties of complex dynamic\nsystems with long-range memory based on a concept of additive Markov chains\n(Phys. Rev. E 68, 061107 (2003)) is developed. An equation connecting a memory\nfunction of the chain and its correlation function is presented. This equation\nallows reconstructing the memory function using the correlation function of the\nsystem. Thus, we have elaborated a novel method to generate a sequence with\nprescribed correlation function. Effectiveness and robustness of the proposed\nmethod is demonstrated by simple model examples. Memory functions of concrete\ncoarse-grained literary texts are found and their universal power-law behavior\nat long distances is revealed.",
"arxiv_id": "physics/0412169",
"authors": [
"S. S. Melnyk",
"O. V. Usatenko",
"V. A. Yampol\u0027skii"
],
"categories": [
"physics.class-ph",
"physics.data-an"
],
"title": "Memory Functions of the Additive Markov chains: Applications to Complex Dynamic Systems",
"url": "https://arxiv.org/abs/physics/0412169"
},
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