A formalism for studying long-range correlations in many-alphabets sequences
S.L. Narasimhan,
Joseph A. Nathan,
P.S.R. Krishna and
K.P.N. Murthy
Physica A: Statistical Mechanics and its Applications, 2006, vol. 367, issue C, 252-260
Abstract:
We formulate a mean-field-like theory of long-range correlated L-alphabets sequences, which are actually systems with (L-1) independent parameters. Depending on the values of these parameters, the variance on the average number of any given symbol in the sequence shows a linear or a superlinear dependence on the total length of the sequence. We present exact solution to the four-alphabets and three-alphabets sequences. We also demonstrate that a mapping of the given sequence into a smaller alphabets sequence (namely, a coarse-graining process) does not necessarily imply that long-range correlations found in the latter would correspond to those of the former.
Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:367:y:2006:i:c:p:252-260
DOI: 10.1016/j.physa.2005.11.034
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