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→Markov Chain Example
=====Markov Chain Example=====
=====Markov Chain Example=====
In the literature, Hoel gives an example of a state transition matrix ([math]f_m[/math]) of a Markov chain with 8 states, as shown in the left figure below. Among them, the first 7 states transfer with equal probability, and the last state is independent and can only transition to its own state.
In the literature [1], Hoel gives an example of a state transition matrix ([math]f_m[/math]) of a Markov chain with 8 states, as shown in the left figure below. Among them, the first 7 states transfer with equal probability, and the last state is independent and can only transition to its own state.
The coarse-graining of this matrix is as follows: First, merge the first 7 states into a macroscopic state, which may be called A. And sum up the probability values in the first 7 columns of the first 7 rows in [math]f_m[/math] to obtain the probability of state transition from macroscopic state A to state A, and keep other values of the [math]f_m[/math] matrix unchanged. The new probability transition matrix after merging is shown in the right figure, denoted as [math]f_M[/math]. This is a definite macroscopic Markov transition matrix, that is, the future state of the system can be completely determined by the current state. At this time <math>EI(f_M\)>EI(f_m\)</math>, and causal emergence occurs in the system.
The coarse-graining of this matrix is as follows: First, merge the first 7 states into a macroscopic state, which may be called A. And sum up the probability values in the first 7 columns of the first 7 rows in [math]f_m[/math] to obtain the probability of state transition from macroscopic state A to state A, and keep other values of the [math]f_m[/math] matrix unchanged. The new probability transition matrix after merging is shown in the right figure, denoted as [math]f_M[/math]. This is a definite macroscopic Markov transition matrix, that is, the future state of the system can be completely determined by the current state. At this time <math>EI(f_M\)>EI(f_m\)</math>, and causal emergence occurs in the system.