Permutation approach to finite-alphabet stationary stochastic processes based on the duality between values and orderings

• Published in: The European physical journal. ST, Special topics Special topics, 2013-06, Vol.222 (2), p.383-399
• Main Authors: Haruna, T., Nakajima, K.
• Format: Article
• Language: English
• Subjects: Atomic; Classical and Continuum Physics; Condensed Matter Physics; Materials Science; Measurement Science and Instrumentation; Molecular; Optical and Plasma Physics; Physics; Physics and Astronomy; Regular Article
• ISSN: 1951-6355; 1951-6401
• DOI: 10.1140/epjst/e2013-01848-5

The duality between values and orderings is a powerful tool to discuss relationships between various information-theoretic measures and their permutation analogues for discrete-time finite-alphabet stationary stochastic processes (SSPs). Applying it to output processes of hidden Markov models with ergodic internal processes, we have shown in our previous work that the excess entropy and the transfer entropy rate coincide with their permutation analogues. In this paper, we discuss two permutation characterizations of the two measures for general ergodic SSPs not necessarily having the Markov property assumed in our previous work. In the first approach, we show that the excess entropy and the transfer entropy rate of an ergodic SSP can be obtained as the limits of permutation analogues of them for the N -th order approximation by hidden Markov models, respectively. In the second approach, we employ the modified permutation partition of the set of words which considers equalities of symbols in addition to permutations of words. We show that the excess entropy and the transfer entropy rate of an ergodic SSP are equal to their modified permutation analogues, respectively.