Entangled hidden elephant random walk model

Abdessatar Souissi, Farrukh Mukhamedov, El Gheteb Soueidi, Mohamed Rhaima and Farzona Mukhamedova

Chaos, Solitons & Fractals, 2024, vol. 186, issue C

Abstract: Entangled hidden Markov models (EHMMs) extend classical hidden Markov models into the quantum domain, while elephant random walks (ERWs) are globally inhomogeneous Markov processes with memory-dependent steps. In this paper, we propose a novel approach that combines EHMMs with ERWs. Our focus is on exploring the correlations within an EHMM associated with the ERW dynamics. Moreover, we show that its restriction to a maximal diagonal subalgebra defines an inhomogeneous HMM, and we compute a formula for its mean entropy.

Keywords: Hidden Markov model; Elephant random walk; Statistical model; Entropy; Entanglement (search for similar items in EconPapers)
Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:186:y:2024:i:c:s096007792400804x

DOI: 10.1016/j.chaos.2024.115252

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