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商品詳細
Cycle Representations of Markov Processes. Second Edition 2006.
・ISBN 978-1-4419-2121-5 paper EUR 99.99
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| 著者・編者 | Kalpazidou, Sophia L., |
|---|---|
| シリーズ | Stochastic Modelling and Applied Probability |
| 出版社 | (Springer-Verlag New York Inc., US) |
| 出版年月 | 2010 |
| ページ数 | 304 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-24312＞ |
解説
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.