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Cycle Representations of Markov Processes (Hardcover)

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Product Overview

The cycle representations of Markov processes have been advanced after the publication of the ?rst edition to many directions. One main purpose of these advances was the revelation of wide-ranging interpretations of the - cle decompositions of Markov processes such as homologic decompositions, orthogonality equations, Fourier series, semigroup equations, disinteg- tions of measures, and so on, which altogether express a genuine law of real phenomena. The versatility of these interpretations is consequently motivated by the existence of algebraic?topological principles in the fundamentals of the - clerepresentationsofMarkovprocesses,whicheliberatesthestandardview on the Markovian modelling to new intuitive and constructive approaches. For instance, the ruling role of the cycles to partition the ?nite-dimensional distributions of certain Markov processes updates Poincare?s spirit to - scribing randomness in terms of the discrete partitions of the dynamical phase state; also, it allows the translation of the famous Minty?s painting lemma (1966) in terms of the stochastic entities. Furthermore, the methods based on the cycle formula of Markov p- cesses are often characterized by minimal descriptions on cycles, which widelyexpressaphilosophicalanalogytotheKolmogoroveanentropicc- plexity. For instance, a deeper scrutiny on the induced Markov chains into smallersubsetsofstatesprovidessimplerdescriptionsoncyclesthanonthe stochastic matrices involved in the ?taboo probabilities. ? Also, the rec- rencecriteriaon cyclesimprovepreviousconditionsbased on thestochastic matrices, and provide plenty of examples.

Specifications

Publisher Springer Verlag
Mfg Part# 9780387291666
SKU 202573507
Format Hardcover
ISBN10 0387291660
Release Date 4/30/2007
Product Attributes
Book Format Hardcover
Edition 0002
Number of Pages 0301
Publisher Springer
Series Part 28
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