马氏符号序列与双边链的等价性
Equivalence of Markov's Symbolic Sequences to Two-Sided Chains
摘要:
本文介绍了概率论的一个新对象:双边事件(符号)链。一个理论的多步马尔可夫链与长程记忆,提出了较早的物理评论E 68,06117(2003),并用于建立这些链之间的对应关系和双边的。证明了马尔可夫链与定双边马尔可夫链在统计上是等价的,反之亦然。将二元链的结果推广到具有任意状态数的链。
英文摘要:
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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