Cycle Representations of Markov Processes

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ISBN-13:
9781441921215
Veröffentl:
2010
Einband:
Paperback
Erscheinungsdatum:
23.11.2010
Seiten:
324
Autor:
Sophia L. Kalpazidou
Gewicht:
493 g
Format:
235x155x18 mm
Serie:
28, Stochastic Modelling and Applied Probability
Sprache:
Englisch
Beschreibung:

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.
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.

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