Bültmann & Gerriets
Cycle Representations of Markov Processes
von Sophia L. Kalpazidou
Verlag: Springer New York
Reihe: Stochastic Modelling and Applied Probability Nr. 28
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ISBN: 978-0-387-36081-2
Auflage: 2nd ed. 2006
Erschienen am 06.03.2007
Sprache: Englisch
Umfang: 304 Seiten

Preis: 96,29 €

Inhaltsverzeichnis
Klappentext

Fundamentals of the Cycle Representations of Markov Processes.- Directed Circuits.- Genesis of Markov Chains by Circuits: The Circuit Chains.- Cycle Representations of Recurrent Denumerable Markov Chains.- Circuit Representations of Finite Recurrent Markov Chains.- Continuous Parameter Circuit Processes with Finite State Space.- Spectral Theory of Circuit Processes.- Higher-Order Circuit Processes.- Cycloid Markov Processes.- Markov Processes on Banach Spaces on Cycles.- The Cycle Measures.- Wide-Ranging Interpretations of the Cycle Representations of Markov Processes.- Applications of the Cycle Representations.- Stochastic Properties in Terms of Circuits.- Lévy's Theorem Concerning Positiveness of Transition Probabilities.- The Rotational Theory of Markov Processes.



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.


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