We consider two important time scales-the Markov and cryptic orders-that monitor how an observer synchronizes to a finitary stochastic process. We show how to compute these orders exactly and that they are most efficiently calculated from the ε-machine, a process's minimal unifilar model. Surprisingly, though the Markov order is a basic concept from stochastic process theory, it is not a probabilistic property of a process. Rather, it is a topological property and, moreover, it is not computable from any finite-state model other than the ε-machine. Via an exhaustive survey, we close by demonstrating that infinite Markov and infinite cryptic orders are a dominant feature in the space of finite-memory processes. We draw out the roles played in statistical mechanical spin systems by these two complementary length scales.
Download full-text PDF |
Source |
---|---|
http://dx.doi.org/10.1103/PhysRevE.89.042135 | DOI Listing |
Enter search terms and have AI summaries delivered each week - change queries or unsubscribe any time!