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Sophia L. Kalpazidou, "Cycle Representations of Markov Processes"

This book is a prototype providing 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. 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.

The second edition of this book adds new advances to many directions, which reveal wide-ranging interpretations of the cycle representations like homologic decompositions, orthogonality equations, Fourier series, semigroup equations, and disintegration of measures. The versatility of these interpretations is consequently motivated by the existence of algebraic-topological principles in the fundamentals of the cycle representations. This book contains chapter summaries as well as a number of detailed illustrations.

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	Markov Processes, Gaussian Processes, and Local Times Michael B. Marcus, Jay Rosen "Markov Processes, Gaussian Processes, and Local Times" Cambridge University Press \| 2006-07-24 \| ISBN:0521863007 \| 630 pages \| PDF \| 3,2 Mb Mirror: Mirror: -------------
	Science/Engineering Markov Processes, Gaussian Processes, and Local Times (Cambridge Studies in Advanced Mathematics) Publisher: Cambridge University Press; 1 editionLanguage: EnglishISBN: 0521863007Paperback: 630 pagesData: July 24, 2006Format: PDFDescription: Written by two foremost researchers in the field, this book studies the local times of Markov pr ...
	Science/Engineering Pseudo Differential Operators and Markov Processes: Markov Processes and Applications v. III Niels Jacob, "Pseudo Differential Operators and Markov Processes: Markov Processes and Applications v. III" Imperial College Press \| 2005 \| ISBN: 1860945686 \| 474 pages \| PDF \| 16,6 MB This volume concentrates on how to construct a Mark ...
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	Mathematics Theory of Markov Processes E. B. Dynkin ¡°Theory of Markov Processes" Dover Publications \| 2006-10-06 \| ISBN: 0486453057 \| PDF \| 224 pages \| 14,2 Mb An investigation of the logical foundations of the theory behind Markov random processes, this text explores subpro ...

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