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Cycle Representations of Markov Processes / by Sophia L. Kalpazidou
(Stochastic Modelling and Applied Probability. ISSN:2197439X ; 28)
版 | 1st ed. 1995. |
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出版者 | (New York, NY : Springer New York : Imprint: Springer) |
出版年 | 1995 |
本文言語 | 英語 |
大きさ | XV, 194 p. 4 illus : online resource |
著者標目 | *Kalpazidou, Sophia L author SpringerLink (Online service) |
件 名 | LCSH:Probabilities LCSH:Discrete mathematics FREE:Probability Theory FREE:Discrete Mathematics |
一般注記 | I Fundamentals of the Cycle Representations of Markov Processes -- 1 Directed Circuits -- 2 Genesis of Markov Chains by Circuits: The Circuit Chains -- 3 Cycle Representations of Recurrent Denumerable Markov Chains -- 4 Circuit Representations of Finite Recurrent Markov Chains -- 5 Continuous Parameter Circuit Processes with Finite State Space -- 6 Spectral Theory of Circuit Processes -- 7 Higher-Order Circuit Processes -- II Applications of the Cycle Representations -- 1 Stochastic Properties in Terms of Circuits -- 2 Lévy’s Theorem Concerning Positiveness of Transition Probabilities -- 3 The Rotational Theory of Markov Processes -- List of Notations 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 HTTP:URL=https://doi.org/10.1007/978-1-4757-3929-9 |
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電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9781475739299 |
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EB00232349 |
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データ種別 | 電子ブック |
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分 類 | LCC:QA273.A1-274.9 DC23:519.2 |
書誌ID | 4000107025 |
ISBN | 9781475739299 |
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※2017年9月4日以降