Equivalence of Markov's Symbolic Sequences to Two-Sided Chains
Data Analysis, Statistics and Probability
2007-05-23 v1 General Physics
Abstract
A new object of the probability theory, two-sided chain of events (symbols), is introduced. A theory of multi-steps Markov chains with long-range memory, proposed earlier in Phys. Rev. E 68, 06117 (2003), is developed and used to establish the correspondence between these chains and two-sided ones. The Markov chain is proved to be statistically equivalent to the definite two-sided one and vice versa. The results obtained for the binary chains are generalized to the chains taking on the arbitrary number of states.
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Cite
@article{arxiv.physics/0603172,
title = {Equivalence of Markov's Symbolic Sequences to Two-Sided Chains},
author = {S. S. Apostolov and Z. A. Mayzelis and O. V. Usatenko and V. A. Yampol'skii},
journal= {arXiv preprint arXiv:physics/0603172},
year = {2007}
}
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5 pages