Cycle representations of Markov processes

Bibliographic Information

Cycle representations of Markov processes

Sophia L. Kalpazidou

(Applications of mathematics, 28)

Springer-Verlag, c1995

  • : us
  • : gw

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Note

Bibliography: p. 169-190

Includes index

Description and Table of Contents

Volume

: us ISBN 9780387943633

Description

This book 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. These processes have special and important properties through the interaction between the geometric properties of the trajectories and the algebraic characterization of the Markov process. An important application of this approach is the insight it provides to electrical networks and the duality principle of networks. In particular, it provides an entirely new approach to infinite electrical networks and their applications in topics as diverse as random walks, the classification of Riemann surfaces, and to operator theory.
Volume

: gw ISBN 9783540943631

Description

This is 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. These processes have special and important properties through the interaction between the geometric properties of the trajectories and the algebraic characterization of the Markov process. An important application of this approach is the insight it provides into electrical networks and the duality principle of networks. In particular, it provides an entirely new approach to infinite electrical networks and their applications in topics as diverse as random walks, the classification of Riemann surfaces, and to operator theory.

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