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  <front>
    <journal-meta />
    <article-meta>
      <title-group>
        <article-title>Probabilistic functions and statistical equivalence of binary shift registers with random Markov input</article-title>
      </title-group>
      <contrib-group>
        <contrib contrib-type="author">
          <string-name>Sergey Yu. Melnikov</string-name>
          <email>melnikov@linfotech.ru</email>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Konstantin E. Samouylov</string-name>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <aff id="aff0">
          <label>0</label>
          <institution>Peoples' Friendship University of Russia (RUDN University)</institution>
          ,
          <addr-line>6, Miklukho-Maklaya St., Moscow, 117198</addr-line>
          ,
          <country country="RU">Russia</country>
        </aff>
      </contrib-group>
      <fpage>93</fpage>
      <lpage>99</lpage>
      <abstract>
        <p>We consider a binary non-autonomous shift register with a sequence of random variables connected into a simple homogeneous stationary Markov chain at the input. The expression is obtained for the probability function in the output sequence in the form of a fractional rational function, the arguments of which are the transition probabilities of the Markov chain. An equivalence relation arising in the case of the identical equality of the probability functions of the registers is described. The results known earlier for the case when the input sequence is a sequence of independent random variables are generalized. shift register, automata with random input, probability function In a number of problems of recognition and identification of automata [ 1], the case is considered when the input of the automaton is a sequence of random variables. Recognition or identification of an automaton is carried out by analysis of statistics at the output of an automaton. It is known [2] that if the input of the automaton is a sequence of independent identically distributed random variables, then the distribution of symbols of the output sequence is described by a function on the Markov chain. Such a function can be specified by gluing states of the Markov chain [3]. In [4] the problem of synchronizing of finite automata, the input of which is a Bernoulli sequence, was studied. In [5] the problem of recognizing of the output function for three classes of automata was considered under the conditions when the input of the automaton is a sequence of independent identically distributed random variables. For the case when the automaton is a shift register and the input sequence is Bernoulli [ 6], an expression is obtained for the probability of a symbol in the output sequence. This probability polynomially depends on the parameter of the Bernoulli scheme, the degree of which does not exceed the size of the register. The coeficients of the polynomial are given by the sums of the values of the output function on some subsets of register states.</p>
      </abstract>
    </article-meta>
  </front>
  <body>
    <sec id="sec-1">
      <title>1. Introduction</title>
      <p>CEUR</p>
      <p>CEUR Workshop Proceedings (CEUR-WS.org)
Our goal is to obtain an expression for the probability of a symbol in the output sequence and
describe the equivalence relation on the set of output functions that provide the identity of the
desired probabilities. We show that the desired probability is a fractional rational function of
the parameters of the Markov chain, and the equivalence relation is given by the vectors of
sums of the values of the output functions on some subsets of register states.</p>
    </sec>
    <sec id="sec-2">
      <title>2. Definitions and statement of the problem</title>
      <p>Let   be the space of  -dimensional binary vectors,   be the set of Boolean functions of
 arguments,  = 1, 2, … . For  ( 1,  2, … ,   ) ∈   by   = ( = {0, 1},   ,  = {0, 1}, ℎ,  ) we
denote the Moore automaton with set of states   , the transition function ℎ, determined by
the rule ℎ (( 1, … ,   ),  ) = ( 2, … ,   ,  ), where ,   ∈ {0, 1},  = 1, 2, … ,  , and output function
 ( 1,  2, … ,   ). The automaton   is a shift register with a size of  .</p>
      <p>If the Bernoulli sequence of binary random variables  () ,  = 1, 2, …
with distribution
 ( () = 1) =  , 0 &lt;  &lt; 1 , used as the input of the automaton   , then the output
sequence of random variables  ( () ,  (+1) , … ,  (+−1) ),  =  + 1,  + 2, …
is stationary and the
probability  { ( () ,  (+1) , … ,  (+−1) ) = 1} of the symbol “1” in the output sequence is given
by the polynomial [6]:
where

=0
Φ () =</p>
      <p>∑     (1 − ) − ,
  =</p>
      <p>∑
( 1, 2,…,  )∶∑   =</p>
      <p>( 1,  2, … ,   ),  = 0, 1, … , .</p>
      <p>Suppose that the automaton   ,  ∈   ,  = 1, 2, … , receives a sequence of binary random
variables  () ,  = 1, 2, … , connected in a simple homogeneous stationary Markov chain with the
transition probability matrix
(
and it makes sense to talk about the probability  { ( () ,  (+1) , … ,  (+−1) ) = 1} of the symbol
“1” in the output sequence.</p>
      <p>The function   (,  ) =</p>
      <p>{ ( () ,  (+1) , … ,  (+−1) ) = 1} will be called the probabilistic
function of the automaton   with a Markov dependence at the input. Our task is to obtain an
expression for   (,  )</p>
      <p>and break   into classes with the same probabilistic functions.</p>
    </sec>
    <sec id="sec-3">
      <title>3. Calculation of the probability function</title>
      <p>We divide the set   of all  -dimensional binary vectors,  ⩾ 2 , into four classes, depending on
the values of the first and last coordinates. Let us denote:
number of bigrams ( , )</p>
      <p>encountered in it. Let us put
To each vector from   we associate its bigram marking ( 00,  01,  10,  11), where   is the
 
=   ( 1,  2,  3, … ,   ) = ∑  (( ), (   +1 )),
−1
=1
where  is the Kronecker symbol,  ,  = 0, 1 .</p>
      <p>In each of the four classes, we single out the vectors characterized by the same markings
( 00,  01,  10,  11). To do this, we introduce the following notation:
We denote  1 as the set of possible pairs of indices (, ) . We will describe it.</p>
      <p>Let</p>
      <p>00 be the set of vectors from  00 with markings ( 00,  01,  10,  11) = ( −  −  − 1, , ,  − 
For  = 2 + 2 ,  = 0, 1, 2, … ,
for  = 2 + 1 ,  = 0, 1, 2, … ,
⎧
⎨
⎧
⎨
(0, 0);
(0, 0);
 1 = {(, ) } =  = 1, … , ;  = 1, … , ;</p>
      <p>
        ⎩ =  + 1, … , 2;  = 1, … , 2 −  + 1;
 1 = {(, ) } =  = 1, … , ;  = 1, … , ;
⎩ =  + 1, … , 2;  = 1, … , 2 −  + 1.
(
        <xref ref-type="bibr" rid="ref4">4</xref>
        )
(
        <xref ref-type="bibr" rid="ref5">5</xref>
        )
      </p>
      <p>
        ).
(
        <xref ref-type="bibr" rid="ref6">6</xref>
        )
(
        <xref ref-type="bibr" rid="ref7">7</xref>
        )
(
        <xref ref-type="bibr" rid="ref8">8</xref>
        )
(9)
We denote  2 as the set of possible pairs of indices (, ) . We will describe it.
      </p>
      <p>Let  01 be the set of vectors from  01 with markings ( 00,  01,  10,  11) = ( −  −  − 1, ,  − 1,  − 
).</p>
      <p>For  = 2 + 2 ,  = 0, 1, 2, …
for  = 2 + 1 ,  = 0, 1, 2, …
 2 = {(, ) } = {
 = 1, … ,  + 1;  = 1, … , ;
 =  + 2, … , 2 + 1;  = 1, … , 2 −  + 2;
 2 = {(, ) } = {
 = 1, … , ;  = 1, … , ;
 =  + 1, … , 2;  = 1, … , 2 −  + 1.
( −  −  − 1, , ,  −  − 1
from  1 by replacing  with  −  .</p>
      <p>Let  10 be the set of vectors from  10
with
markings ( 00,  01,  10,  11)
=
Let  11
be the set of vectors from  11
with
markings
( −  −  − 1,  − 1, ,  − 
). The set of possible pairs of indices (, ) is the same as  2.
( 00,  01,  10,  11)
=
). The set of possible pairs of indices, which we denote by  3, is obtained</p>
      <p>Note that the index  in the whole introduced notation is equal to the weight (sum of ones) of
the vectors from the sets under consideration. The following lemma shows that the space of all
 -dimensional binary vectors is represented as a union of the introduced sets, and these sets do
not intersect.</p>
      <p>Lemma. The following relations hold.</p>
      <p>∩   ≠ ∅ if and only if  =  ,  =  ,  =  ,  =  .</p>
      <p>, ,  = 0, 1 , depending on the value (, ) the union is taken from among
 

1.  
2.  
3. | 00| = (</p>
      <p>= ⋃() 
the sets  1,  2,  3.
number of series of zeros and ones [7].</p>
      <p>For  ⊂</p>
      <p>we denote
transition probability matrix
input has the form
  (,  ) =</p>
      <p>1
Theorem 1. Let  () ,  = 1, 2, … be a stationary Markov chain with the states {0, 1} and the
The probabilistic function   (,  ) of the automaton   with a Markov dependence at the
‖ / ‖ =</p>
      <p>∑
( 1, 2,…,  )∈</p>
      <p>( 1,  2, … ,   ).
(
{∑(1 − ) −−−1    +1 (1 −  )− ‖ / 00‖ +
+ ∑(1 − ) −−
    (1 −  )− (‖ / 01‖ + ‖ / 10‖) +
(10)
(11)
 3</p>
      <p>To prove the Theorem 1, we use the lemma, the formulas for the total and conditional
probability, and the well-known [8] form of the stationary distribution vector of the input
sequence
( ( () = 0) ,  ( () = 1)) = (</p>
      <p>,
4. The relation of statistical equivalence with Markov
dependence at the input and its properties</p>
      <p>Δ
By analogy with how this was done in [5], we introduce the equivalence relation on the set   .
We call the functions  and  from   statistically equivalent for a Markov input dependence,
having adopted the notation  =  for this case if the identity   (,  ) =   (,  ) for 0 &lt;  ,  &lt; 1
holds.</p>
      <p>
        Obviously, the introduced relation is an equivalence relation breaking   into disjoint classes.
Vector ( ) =
( (
        <xref ref-type="bibr" rid="ref1">1</xref>
        )( ),  (
        <xref ref-type="bibr" rid="ref2">2</xref>
        )( ),  (
        <xref ref-type="bibr" rid="ref3">3</xref>
        )( ) ), where  () ( ) = ( 
, (, ) ∈   ),  = 1, 2, 3 ,
()
 (
        <xref ref-type="bibr" rid="ref1">1</xref>
        ) = ‖ / 00‖, (, ) ∈  1,  
(
        <xref ref-type="bibr" rid="ref2">2</xref>
        ) = ‖ / 01 ∪  10‖, (, ) ∈  2,  
(
        <xref ref-type="bibr" rid="ref3">3</xref>
        ) = ‖ / 11‖, (, ) ∈  3, and the order
of enumeration of the sets  1,  2,  3 is fixed, for example, lexicographical, let’s call the Markov
weight structure of the Boolean function  .
      </p>
      <p>Theorem 2. Two Boolean functions are =Δ-equivalent if and only if their Markov weight
structures coincide.</p>
      <p>
        Proof. Let us consider the system of real functions defined on the square 0 &lt;  ,  &lt; 1 :
(
        <xref ref-type="bibr" rid="ref1">1</xref>
        )
⎧ 
⎪
⎪ (
        <xref ref-type="bibr" rid="ref2">2</xref>
        )
      </p>
      <p>
        ⎨
⎪⎪ (
        <xref ref-type="bibr" rid="ref3">3</xref>
        )
⎩ 
(,  ) =
(,  ) =
(,  ) =
      </p>
      <p>1</p>
      <p>
        .
(1 − ) −−  +1   (1 −  )−−1 ,
(, ) ∈  3
Denoting (,  ) =
( (
        <xref ref-type="bibr" rid="ref1">1</xref>
        ),  (
        <xref ref-type="bibr" rid="ref2">2</xref>
        ),  (
        <xref ref-type="bibr" rid="ref3">3</xref>
        )), where  () = ( 
()
the expression (12) for the probability function in the form
(,  ), (, ) ∈   ),  = 1, 2, 3 , we rewrite
  (,  ) = (,  )
(( ) ) .
      </p>
      <p />
      <p>To complete the proof, it remains to note that the system (14) is a linearly independent system
of functions on the square 0 &lt;  ,  &lt; 1 .
of the Markov weight structure.</p>
      <p>The proved theorem allows us to identify the = - equivalence class [ ]=Δ with the vector ( )
Since the coordinates of the vector ( ) are non-negative integers, it is not dificult to obtain
the following description of the structure of the relation = - equivalence.</p>
      <p>Theorem 3. The number of functions that are =Δ - equivalent to a function  is determined by
Δ
the expression
Δ
93–99
(13)
(14)
(15)
|[ ]=Δ| =
∏ ⎜
(,)∈ 1 ⎝
⎛(
⎜
The number of =Δ - equivalence classes is
|  /=Δ| =
∏ ((
(,)∈ 1
=Δ-equivalence classes and the number of ≈-equivalence classes (equivalence at the Bernoulli
input, see [5]) for  = 2, 3, 4, 5 .</p>
      <p>In view of the complexity of the expression for the number of =Δ-equivalence classes, it is of
interest to estimate its growth at large  . Using the Stirling and Euler-Maclaurin formulas, we
can obtain the following result.</p>
      <p>Theorem 4. If  → ∞ , the relation
|  /=Δ| = exp (5  3 ln  + (
4
3)) .</p>
      <p>(18)</p>
    </sec>
    <sec id="sec-4">
      <title>5. Conclusion</title>
      <p>The expression is obtained for the probabilistic function that describes the probability of a symbol
in the output sequence of a binary shift register with a random binary variables connected into
a simple homogeneous stationary Markov chain as input.</p>
      <p>An equivalence relation is described on the set of output functions of binary shift registers
that occurs when the corresponding probability functions are identically equal. The results
obtained generalize those that were previously known for the case when the input sequence is
a sequence of independent random variables.</p>
    </sec>
    <sec id="sec-5">
      <title>Acknowledgments</title>
      <p>The publication has been prepared with the support of the “RUDN University Program
5100”. The reported study was funded by RFBR, project numbers 18-00-01555 (18-00-01685),
19-07-00933.</p>
    </sec>
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