Local information geometry for statistical analysis of high-order binary Markov chains

Authors

  • Valeriy A. Voloshko Belarusian State University, 4 Niezaliezhnasci Avenue, Minsk 220030, Belarus , Research Institute for Applied Problems of Mathematics and Informatics, Belarusian State University, 4 Niezaliezhnasci Avenue, Minsk 220030, Belarus

Keywords:

information geometry, tangent space, asymptotic distribution, binary sequence, Markov manifold

Abstract

At the 14th International conference «Computer data analysis and modelling: stochastics and data analysis» the author presented some new results on asymptotic properties of statistics derived from purely random (uniformly distributed) binary sequence of increasing length. These results are obtained by methods of information geometry applied to manifolds of Markov probability distributions on the set of infinite binary sequences. In this paper the underlying information-geometric theory and the technics of proofs are describe in more detail. By few examples, it is shown how finding probabilistic and statistical properties comes down to geometric and combinatorial computations.

Author Biography

  • Valeriy A. Voloshko, Belarusian State University, 4 Niezaliezhnasci Avenue, Minsk 220030, Belarus, Research Institute for Applied Problems of Mathematics and Informatics, Belarusian State University, 4 Niezaliezhnasci Avenue, Minsk 220030, Belarus

    PhD (physics and mathematics); accosiate professor at the department of mathematical modelling and data analysis, faculty of applied mathematics and computer science, Belarusian State University, and head of the sector of computer data analysis, Research Institute for Applied Problems of Mathematics and Informatics, Belarusian State University

References

  1. Voloshko VA. Local information geometry for high-order binary Markov chains and its applications. In: Kharin YuS, Zubkov AM, Kharin AYu, Maltsew MV, Palukha UYu, editors. Computer data analysis and modeling: stochastics and data science. Proceedings of the 14th International conference; 2025 September 24 –27; Minsk, Belarus. Minsk: Belarusian State University; 2025. p. 266 –271.
  2. Amari S, Nagaoka H. Methods of information geometry. Harada D, translator. Oxford: Oxford University Press; 2000. 206 p. (Translations of mathematical monographs; volume 191).
  3. Luong B. Fourier analysis on finite Abelian groups. Boston: Birkhauser; 2009. XVI, 159 p. (Applied and numerical harmonic analysis).
  4. Voloshko VA, Kharin YuS, Trubey AI. On power comparison for some tests on pure randomness under Markov high-order dependencies. In: Kharin YuS, Zubkov AM, Kharin AYu, Maltsew MV, Palukha UYu, editors. Computer data analysis and modeling: stochastics and data science. Proceedings of the 13th International conference; 2022 September 6 –10; Minsk, Belarus. Minsk: Belarusian State University; 2022. p. 211–217.
  5. Voloshko VA. [On asymptotic properties for a family of χ2-tests of pure randomness of binary sequence]. In: Kharin YuS, editor. Teoreticheskaya i prikladnaya kriptografiya. Materialy ІІ Mezhdunarodnoi nauchnoi konferentsii; 19 –20 oktyabrya 2023 g.; Minsk, Belarus’ [Theoretical and applied cryptography. Proceedings of the 2nd International conference; 2023 October 19 –20; Minsk, Belarus]. Minsk: Belarusian State University; 2023. p. 15–43. Russian.
  6. Hayashi M, Watanabe S. Information geometry approach to parameter estimation in Markov chains. Annals Statistics. 2016;44(4):1495 –1535. DOI: 10.1214/15-AOS1420.
  7. National Institute of Standards and Technology. Security requirements for cryptographic modules. Gaithersburg: National Institute of Standards and Technology; 2001. 64 p. (Federal information processing standards publications; FIPS PUB 140-2). DOI: 10.6028/NIST.FIPS.140-2.
  8. Rukhin A, Soto J, Nechvatal J, Smid M, Barker E, Leigh S, et al. A statistical test suite for random and pseudorandom number generators for cryptographic applications. Gaithersburg: National Institute of Standards and Technology; 2010. [131] p. (NIST special publications; SP 800-22 revision 1a).
  9. Jordan C. Essai sur la geometrie a n dimensions. Bulletin de la societe mathematique de France. 1875;3:103–174.

Downloads

Published

2026-06-04

Issue

Section

Probability Theory and Mathematical Statistics

How to Cite

[1]
Voloshko, V.A. 2026. Local information geometry for statistical analysis of high-order binary Markov chains. Journal of the Belarusian State University. Mathematics and Informatics. 1 (Jun. 2026), 61–74.