Problems / probability-statistics
probability-statistics / Sofic measures
Sharp Finite Markov Order in Intrinsic Sofic Dimension
For a stationary finite-alphabet law μ, let
n=dimRHp
be the intrinsic real Hankel dimension of its cylinder-probability function. If μ has any finite Markov order, then
ord(μ)≤(2n).
The proof passes to a reduced n-dimensional linear representation and uses Holland's criterion that k-step Markovity is equivalent to every length-k transition product having rank at most one. Applying Λ2 turns this into vanishing of products on a space of dimension (2n); a uniform nilpotence argument then forces vanishing after (2n) steps.
Sharpness is attained for every n≥2. The construction gives a stationary sofic process with a nonnegative rational presentation of minimal dimension n and exact order (2n). One realization uses
(2n)−1+n2
output symbols.