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Cycle Representations of Markov Processes
Paperback
Series: Stochastic Modelling and Applied Probability, Book 28
ISBN13: 9781441921215
Publisher: Springer Nature
Published: Nov 23 2010
Pages: 304
Weight: 1.00
Height: 0.68 Width: 6.14 Depth: 9.21
Language: English
This book provides new insight into Markovian dependence via the cycle decompositions. It presents a systematic account of a class of stochastic processes known as cycle (or circuit) processes - so-called because they may be defined by directed cycles. An important application of this approach is the insight it provides to electrical networks and the duality principle of networks. This expanded second edition adds new advances, which reveal wide-ranging interpretations of cycle representations such as homologic decompositions, orthogonality equations, Fourier series, semigroup equations, and disintegration of measures. The text includes chapter summaries as well as a number of detailed illustrations.
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