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Entropy and long-range memory in random symbolic additive Markov chains

机译:随机符号加性马尔可夫链中的熵和远程记忆

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摘要

The goal of this paper is to develop an estimate for the entropy of random symbolic sequences with elements belonging to a finite alphabet. As a plausible model, we use the high-order additive stationary ergodic Markov chain with long-range memory. Supposing that the correlations between random elements of the chain are weak, we express the conditional entropy of the sequence by means of the symbolic pair correlation function. We also examine an algorithm for estimating the conditional entropy of finite symbolic sequences. We show that the entropy contains two contributions, i.e., the correlation and the fluctuation. The obtained analytical results are used for numerical evaluation of the entropy of written English texts and DNA nucleotide sequences. The developed theory opens the way for constructing a more consistent and sophisticated approach to describe the systems with strong short-range and weak long-range memory.
机译:本文的目的是对元素属于有限字母的随机符号序列的熵进行估计。作为一个合理的模型,我们使用具有远距离记忆的高阶加性平稳遍历马尔可夫链。假设链的随机元素之间的相关性较弱,我们将通过符号对相关函数来表达序列的条件熵。我们还研究了一种用于估计有限符号序列的条件熵的算法。我们证明了熵包含两个贡献,即相关性和波动性。获得的分析结果用于英语书面文本和DNA核苷酸序列的熵的数值评估。发达的理论为构造更一致,更复杂的方法来描述具有强短程记忆和弱长程记忆的系统开辟了道路。

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