论文标题
随机线性高阶马尔可夫链的相关性能
Correlation properties of the random linear high-order Markov chains
论文作者
论文摘要
本文的目的是研究随机序列具有加性线性条件概率分布函数（CPDF）的相关性能，并详细阐述了其生成的可靠工具。据认为，在检查中的序列的状态空间属于一组有限的实数。相对于随机变量的值，CPDF被认为是加性的，并且是线性的。我们得出将序列的相关函数与确定CPDF的内存函数系数相关的方程。将连接内存和相关函数的方程的分析解与数值模拟的结果进行了比较。给出了高阶添加线性链中可能的相关场景的示例。
The aim of this paper is to study the correlation properties of random sequences with additive linear conditional probability distribution function (CPDF) and elaborate a reliable tool for their generation. It is supposed that the state space of the sequence under examination belongs to a finite set of real numbers. The CPDF is assumed to be additive and linear with respect to the values of the random variable. We derive the equations that relate the correlation functions of the sequence to the memory function coefficients, which determine the CPDF. The obtained analytical solutions for the equations connecting the memory and correlation functions are compared with the results of numerical simulation. Examples of possible correlation scenarios in the high-order additive linear chains are given.
