CORRELATIONS IN BINARY SEQUENCES AND A GENERALIZED ZIPF ANALYSIS

被引:57
作者
CZIROK, A
MANTEGNA, RN
HAVLIN, S
STANLEY, HE
机构
[1] BOSTON UNIV, DEPT PHYS, BOSTON, MA 02215 USA
[2] EOTVOS LORAND UNIV, DEPT ATOM PHYS, H-1088 BUDAPEST, HUNGARY
[3] UNIV PALERMO, DIPARTIMENTO ENERGET & APPLICAZIONI FIS, I-90128 PALERMO, ITALY
[4] BAR ILAN UNIV, DEPT PHYS, RAMAT GAN, ISRAEL
来源
PHYSICAL REVIEW E | 1995年 / 52卷 / 01期
关键词
D O I
10.1103/PhysRevE.52.446
中图分类号
O35 [流体力学]; O53 [等离子体物理学];
学科分类号
070204 ; 080103 ; 080704 ;
摘要
We investigate correlated binary sequences using an n-tuple Zipf analysis, where we define ''words'' as strings of length n, and calculate the normalized frequency of occurrence omega(R) of ''words'' as a function of the word rank R. We analyse sequences with short-range Markovian correlations, as well as those with long-range correlations generated by three different methods: inverse Fourier transformation, Levy walks, and the expansion-modification system. We study the relation between the exponent alpha characterizing long-range correlations and the exponent zeta characterizing power-law behavior in the Zipf plot. We also introduce a function P(omega), the frequency density, which is related to the inverse Zipf function R(omega), and find a simple relationship between zeta and psi, where omega(R) similar to R(-zeta) and P(omega) similar to omega(-psi). Further, for Markovian sequences, we derive an approximate form for P(omega). Finally, we study the effect of a coarse-graining ''renormalization'' on sequences with Markovian and with long-range correlations.
引用
收藏
页码:446 / 452
页数:7
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