English, Article edition: A METHOD FOR INFERRING HIERARCHICAL DYNAMICS IN STOCHASTIC PROCESSES OLOF GÃRNERUP; MARTIN NILSSON JACOBI

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/143665
Physical Description
  • article
Language
  • English

Edition details

Title
  • A METHOD FOR INFERRING HIERARCHICAL DYNAMICS IN STOCHASTIC PROCESSES
Author
  • OLOF GÃRNERUP
  • MARTIN NILSSON JACOBI
Physical Description
  • article
Notes
  • Complex systems may often be characterized by their hierarchical dynamics. In this paper we present a method and an operational algorithm that automatically infer this property in a broad range of systems â discrete stochastic processes. The main idea is to systematically explore the set of projections from the state space of a process to smaller state spaces, and to determine which of the projections impose Markovian dynamics on the coarser level. These projections, which we call Markov projections, then constitute the hierarchical dynamics of the system. The algorithm operates on time series or other statistics, so a priori knowledge of the intrinsic workings of a system is not required in order to determine its hierarchical dynamics. We illustrate the method by applying it to two simple processes â a finite state automaton and an iterated map.
  • Hierarchical dynamics, model reduction, coarse-graining
  • RePEc:wsi:acsxxx:v:11:y:2008:i:01:p:1-16
Language
  • English
Contributed by
OAIster

Get this edition

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment