1 research outputs found
Memory functions and Correlations in Additive Binary Markov Chains
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.Comment: 11 pages, 5 figure