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We analyze the structure of DNA molecules of different organisms by using the additive Markov chain approach. Transforming nucleotide sequences into binary strings, we perform statistical analysis of the corresponding "texts". We develop…

Other Quantitative Biology · Quantitative Biology 2014-11-14 S. S. Melnik , O. V. Usatenko

The goal of this paper is to develop an estimate for the entropy of random long-range correlated symbolic sequences with elements belonging to a finite alphabet. As a plausible model, we use the high-order additive stationary ergodic Markov…

Information Theory · Computer Science 2014-12-12 S. S. Melnik , O. V. Usatenko

In this paper we consider the convergence of the conditional entropy to the entropy rate for Markov chains. Convergence of certain statistics of long range dependent processes, such as the sample mean, is slow. It has been shown in Carpio…

Probability · Mathematics 2021-10-29 Andrew Feutrill , Matthew Roughan

The main goal of this paper is to develop an estimate for the entropy of random stationary ergodic symbolic sequences with elements belonging to a finite alphabet. We present here the detailed analytical study of the entropy for the…

Statistical Mechanics · Physics 2019-08-01 S. S. Melnik , O. V. Usatenko

Entropy estimation is a fundamental problem in information theory that has applications in various fields, including physics, biology, and computer science. Estimating the entropy of discrete sequences can be challenging due to limited data…

Statistical Mechanics · Physics 2024-01-18 Juan De Gregorio , David Sanchez , Raul Toral

We consider a strictly substochastic matrix or an stochastic matrix with absorbing states. By using quasi-stationary distributions one shows there is a canonical associated stationary Markov chain. Based upon $2-$stringing representation of…

Probability · Mathematics 2019-10-03 Servet Martínez

We numerically test the method of non-sequential recursive pair substitutions to estimate the entropy of an ergodic source. We compare its performance with other classical methods to estimate the entropy (empirical frequencies, return…

Statistical Mechanics · Physics 2009-07-21 Lucio M. Calcagnile , Stefano Galatolo , Giulia Menconi

In any Markov chain with finite state space the distribution of transition records always belongs to the exponential family. This observation is used to prove a fluctuation theorem, and to show that the dynamical entropy of a stationary…

Statistical Mechanics · Physics 2009-11-11 Jan Naudts , Erik Van der Straeten

Predictability of behavior has emerged an an important characteristic in many fields including biology, medicine, and marketing. Behavior can be recorded as a sequence of actions performed by an individual over a given time period. This…

Methodology · Statistics 2017-11-13 Brian Vegetabile , Jenny Molet , Tallie Z. Baram , Hal Stern

A theory of systems with long-range correlations based on the consideration of binary N-step Markov chains is developed. In the model, the conditional probability that the i-th symbol in the chain equals zero (or unity) is a linear function…

Data Analysis, Statistics and Probability · Physics 2016-09-08 O. V. Usatenko , V. A. Yampol'skii , K. E. Kechedzhy , S. S. Mel'nyk

We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…

Statistics Theory · Mathematics 2025-07-24 Angelika Silbernagel , Christian Weiß

We study the problem of identifying the causal relationship between two discrete random variables from observational data. We recently proposed a novel framework called entropic causality that works in a very general functional model but…

Information Theory · Computer Science 2017-01-31 Murat Kocaoglu , Alexandros G. Dimakis , Sriram Vishwanath , Babak Hassibi

A theory of systems with long-range correlations based on the consideration of binary N-step Markov chains is developed. In our model, the conditional probability that the i-th symbol in the chain equals zero (or unity) is a linear function…

Data Analysis, Statistics and Probability · Physics 2007-05-23 O. V. Usatenko , V. A. Yampol'skii

We prove that under mild positivity assumptions the entropy rate of a hidden Markov chain varies analytically as a function of the underlying Markov chain parameters. A general principle to determine the domain of analyticity is stated. An…

Probability · Mathematics 2007-07-13 Guangyue Han , Brian Marcus

We investigate the longest common substring problem for encoded sequences and its asymptotic behaviour. The main result is a strong law of large numbers for a re-scaled version of this quantity, which presents an explicit relation with the…

Probability · Mathematics 2019-12-12 Adriana Coutinho , Rodrigo Lambert , Jérôme Rousseau

We describe a simple method of umbrella trajectory sampling for Markov chains. The method allows the estimation of large-deviation rate functions, for path-extensive dynamic observables, for an arbitrary number of models within a certain…

Statistical Mechanics · Physics 2018-08-01 Stephen Whitelam

The main goal of the paper is to develop an estimate for the conditional probability function of random stationary ergodic symbolic sequences with elements belonging to a finite alphabet. We elaborate a decomposition procedure for the…

Data Analysis, Statistics and Probability · Physics 2017-08-09 S. S. Melnik , O. V. Usatenko

We present an alternative derivation of the pair correlation function for simple classical fluids by using a variational approach. That approach involves the conditional probability p(3,..., N /1, 2) of an undefined system of N particles…

Statistical Mechanics · Physics 2021-05-10 Richard Bonneville

The limits of scaled relative entropies between probability distributions associated with N-particle weakly interacting Markov processes are considered. The convergence of such scaled relative entropies is established in various settings.…

Probability · Mathematics 2015-02-16 Amarjit Budhiraja , Paul Dupuis , Markus Fischer , Kavita Ramanan

We examine the entanglement entropy of the even half of a translationally invariant finite chain or lattice in its ground state. This entropy measures the entanglement between the even and odd halves (each forming a "comb" of $n/2$ sites)…

Quantum Physics · Physics 2011-04-26 Raul Rossignoli , Norma Canosa , Juan Mauricio Matera
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