中文

High-Order Correlation Functions of Binary Multi-Step Markov Chains

数据分析、统计与概率 2007-05-23 v1 综合物理

摘要

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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引用

@article{arxiv.physics/0610081,
  title  = {High-Order Correlation Functions of Binary Multi-Step Markov Chains},
  author = {S. S. Apostolov and Z. A. Mayzelis and O. V. Usatenko and V. A. Yampol'skii},
  journal= {arXiv preprint arXiv:physics/0610081},
  year   = {2007}
}

备注

9 pages