<図書>
Cycle representations of Markov processes
責任表示 | Sophia L. Kalpazidou |
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シリーズ |
Applications of mathematics ; 28
Stochastic modelling and applied probability ; 28 |
データ種別 | 図書 |
版 | 2nd ed |
出版情報 | New York : Springer , c2006 |
本文言語 | 英語 |
大きさ | xx, 301 p. : ill. ; 24 cm |
概要 | This book presents an original and 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 processe... have special and important properties through the interaction between the geometric properties of the trajectories and the algebraic characterization of the finite-dimensional distributions. An important application of this approach is the new insight it provides into Markovian dependence and electrical networks. In particular, it provides an entirely new approach to Markov processes and infinite electrical networks, and their applications in topics as diverse as random walks, ergodic theory, dynamical systems, potential theory, theory of matrices, algebraic topology, complexity theory, the classification of Riemann surfaces, and operator theory.続きを見る |
電子版へのリンク | https://hdl.handle.net/2324/6977677 |
所蔵情報
状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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理系図3F 数理独自 | KALP/10/1a | 2006 |
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023212006003281 |
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書誌詳細
一般注記 | Includes bibliographical references (p. [267]-296) and index |
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著者標目 | *Kalpazidou, Sophia L |
件 名 | LCSH:Markov processes LCSH:Algebraic cycles |
分 類 | LCC:QA274.7 |
書誌ID | 1001234586 |
ISBN | 0387291660 |
NCID | BA77511505 |
巻冊次 | ISBN:0387291660 ; XISBN:9780387291666 |
登録日 | 2009.09.18 |
更新日 | 2017.02.18 |