4 research outputs found
Spectral Simplicity of Apparent Complexity, Part II: Exact Complexities and Complexity Spectra
The meromorphic functional calculus developed in Part I overcomes the
nondiagonalizability of linear operators that arises often in the temporal
evolution of complex systems and is generic to the metadynamics of predicting
their behavior. Using the resulting spectral decomposition, we derive
closed-form expressions for correlation functions, finite-length Shannon
entropy-rate approximates, asymptotic entropy rate, excess entropy, transient
information, transient and asymptotic state uncertainty, and synchronization
information of stochastic processes generated by finite-state hidden Markov
models. This introduces analytical tractability to investigating information
processing in discrete-event stochastic processes, symbolic dynamics, and
chaotic dynamical systems. Comparisons reveal mathematical similarities between
complexity measures originally thought to capture distinct informational and
computational properties. We also introduce a new kind of spectral analysis via
coronal spectrograms and the frequency-dependent spectra of past-future mutual
information. We analyze a number of examples to illustrate the methods,
emphasizing processes with multivariate dependencies beyond pairwise
correlation. An appendix presents spectral decomposition calculations for one
example in full detail.Comment: 27 pages, 12 figures, 2 tables; most recent version at
http://csc.ucdavis.edu/~cmg/compmech/pubs/sdscpt2.ht