Cycle Representation of Markov Processes von Sophia L. Kalpazidou | ISBN 9783540943631

Cycle Representation of Markov Processes

von Sophia L. Kalpazidou
Buchcover Cycle Representation of Markov Processes | Sophia L. Kalpazidou | EAN 9783540943631 | ISBN 3-540-94363-3 | ISBN 978-3-540-94363-1

Cycle Representation of Markov Processes

von Sophia L. Kalpazidou
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.