Memory functions of the additive Markov chains: applications to complex dynamic systems

S.S. Melnyk, O.V. Usatenko and V.A. Yampol'skii

Physica A: Statistical Mechanics and its Applications, 2006, vol. 361, issue 2, 405-415

Abstract: A new approach to describing correlation properties of complex dynamic systems with long-range memory based on a concept of additive Markov chains (Phys. Rev. E 68 (2003) 061107) is developed. An equation connecting the memory and correlation function of the system under study is presented. This equation allows reconstructing a memory function using a correlation function of the system. Effectiveness and robustness of the proposed method is demonstrated by simple model examples. Memory functions of concrete coarse-grained literary texts are found and their universal power-law behavior at long distances is revealed.

Keywords: Correlated binary sequences; Correlation function; Variance (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:361:y:2006:i:2:p:405-415

DOI: 10.1016/j.physa.2005.06.083

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