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Cycle Representations of Markov Processes

Cycle Representations of Markov Processes

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Stochastic Modelling and Applied Probability

Cycle Representations of Markov Processes

Sophia L. Kalpazidou

Mathematics / Probability & Statistics / General

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.


Publication Date: 24 May 2006
Publisher: Springer New York
Imprint: Springer
ISBN-13: 9780387291666
Format: Hardback
Page Count: 304

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