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Register a new userMemory Functions of the Additive Markov chains: Applications to Complex Dynamic Systems
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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, 061107 (2003)) is developed. An equation connecting a memory function of the chain and its correlation function is presented. This equation allows reconstructing the memory function using the correlation function of the system. Thus, we have elaborated a novel method to generate a sequence with prescribed correlation function. 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.
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A theory of additive Markov chains with long-range memory, proposed earlier in Phys. Rev. E 68, 06117 (2003), is developed and used to describe statistical properties of long-range correlated systems. The convenient characteristics of such systems, a memory function, and its relation to the correlation properties of the systems are examined. Various methods for finding the memory function via the correlation function are proposed. The inverse problem (calculation of the correlation function by means of the prescribed memory function) is also solved. This is demonstrated for the analytically solvable model of the system with a step-wise memory function.
The neuromagnetic activity (magnetoencephalogram, MEG) from healthy human brain and from an epileptic patient against chromatic flickering stimuli has been earlier analyzed on the basis of a memory functions formalism (MFF). Information measures of memory as well as relaxation parameters revealed high individuality and unique features in the neuromagnetic brain responses of each subject. The current paper demonstrates new capabilities of MFF by studying cross-correlations between MEG signals obtained from multiple and distant brain regions. It is shown that the MEG signals of healthy subjects are characterized by well-defined effects of frequency synchronization and at the same time by the domination of low-frequency processes. On the contrary, the MEG of a patient is characterized by a sharp abnormality of frequency synchronization, and also by prevalence of high-frequency quasi-periodic processes. Modification of synchronization effects and dynamics of cross-correlations offer a promising method of detecting pathological abnormalities in brain responses.
We consider a sequence of additive functionals {phi_n}, set on a sequence of Markov chains {X_n} that weakly converges to a Markov process X. We give sufficient condition for such a sequence to converge in distribution, formulated in terms of the characteristics of the additive functionals, and related to the Dynkins theorem on the convergence of W-functionals. As an application of the main theorem, the general sufficient condition for convergence of additive functionals in terms of transition probabilities of the chains X_n is proved.
Complex systems often comprise many kinds of components which vary over many orders of magnitude in size: Populations of cities in countries, individual and corporate wealth in economies, species abundance in ecologies, word frequency in natural language, and node degree in complex networks. Comparisons of component size distributions for two complex systems---or a system with itself at two different time points---generally employ information-theoretic instruments, such as Jensen-Shannon divergence. We argue that these methods lack transparency and adjustability, and should not be applied when component probabilities are non-sensible or are problematic to estimate. Here, we introduce `allotaxonometry along with `rank-turbulence divergence, a tunable instrument for comparing any two (Zipfian) ranked lists of components. We analytically develop our rank-based divergence in a series of steps, and then establish a rank-based allotaxonograph which pairs a map-like histogram for rank-rank pairs with an ordered list of components according to divergence contribution. We explore the performance of rank-turbulence divergence for a series of distinct settings including: Language use on Twitter and in books, species abundance, baby name popularity, market capitalization, performance in sports, mortality causes, and job titles. We provide a series of supplementary flipbooks which demonstrate the tunability and storytelling power of rank-based allotaxonometry.
In this paper we present the concept of description of random processes in complex systems with the discrete time. It involves the description of kinetics of discrete processes by means of the chain of finite-difference non-Markov equations for time correlation functions (TCF). We have introduced the dynamic (time dependent) information Shannon entropy $S_i(t)$ where i=0,1,2,3,... as an information measure of stochastic dynamics of time correlation $(i=0)$ and time memory (i=1,2,3,...). The set of functions $S_i(t)$ constitute the quantitative measure of time correlation disorder $(i=0)$ and time memory disorder (i=1,2,3,...) in complex system. Harnessing the infinite set of orthogonal dynamic random variables on a basis of Gram-Shmidt orthogonalization procedure tends to creation of infinite chain of finite-difference non-Markov kinetic equations for discrete TCF and memory function.The solution of the equations above thereof brings to the recurrence relations between the TCF and MF of senior and junior orders. The results obtained offer considerable scope for attack on stochastic dynamics of discrete random processes in a complex systems. Application of this technique on the analysis of stochastic dynamics of RR-intervals from human ECGs shows convincing evidence for a non-Markovian phenomemena associated with a peculiarities in short and long-range scaling. This method may be of use in distinguishing healthy from pathologic data sets based in differences in these non-Markovian properties.
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