
Cycle Representations of Markov Processes
Hardcover | 20 June 2006 | Edition Number 2
At a Glance
324 Pages
Revised
23.39 x 15.6 x 1.91
Hardcover
$169.00
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Industry Reviews
From the reviews of the second edition:
"The first edition of this book [S. Kalpazidou, Cycle representations of Markov processes, Springer, New York, 1995; MR1336140 (96g:60002)] has been reviewed by this reviewer. This second edition amplifies Part I of the first edition, which consisted of 7 chapters, by adding four chapters: Chapter 8. Cycloid Markov processes; Chapter 9. Markov processes on Banach spaces on cycles; Chapter 10. The cycle measures; Chapter 11. Wide-ranging interpretations of the cycle representations of Markov processes. Also, there is a new Section 3.6 devoted to induced circuit chains in Part I, and a new Section 1.4 on Derriennic recurrence criteria in terms of weighted circuits in Part II. Besides, improvements have been introduced at different places (without completely eliminating linguistic slips).
The reviewer is glad that this second edition confirms his expectations concerning the applicability potential of the cycle representation topic. The book under review is indeed mainly motivated by the many applications of cycle representations which occurred in different fields, after the publication of the first edition. " (M. Iosifescu, Mathematical Reviews)
"The main purpose of the second edition ... is to give systematic and unified exposition of stochastic processes of the Markovian type, homogeneous and with either discrete or continuous parameter, which, under an additional assumption concerning the existence of invariant measures, can be defined by directed cycles or circuits. ... The book will be useful for experts in representation theory of Markov processes." (Anatoliy Swishchuk, Zentralblatt MATH, Vol. 1113 (15), 2007)
Preface to the Second Edition | p. vii |
Preface | p. ix |
Acknowledgments | p. xv |
Fundamentals of the Cycle Representations of Markov Processes | |
Directed Circuits | p. 3 |
Definition of Directed Circuits | p. 4 |
The Passage Functions | p. 8 |
Cycle Generating Equations | p. 10 |
Genesis of Markov Chains by Circuits: The Circuit Chains | p. 17 |
Finite Markov Chains Defined by Weighted Circuits | p. 17 |
Denumerable Markov Chains Generated by Circuits | p. 23 |
Cycle Representations of Recurrent Denumerable Markov Chains | p. 29 |
The Derived Chain of Qians | p. 29 |
The Circulation Distribution of a Markov Chain | p. 35 |
A Probabilistic Cycle Decomposition for Recurrent Markov Chains | p. 37 |
Weak Convergence of Sequences of Circuit Chains: A Deterministic Approach | p. 39 |
Weak Convergence of Sequences of Circuit Chains: A Probabilistic Approach | p. 45 |
The Induced Circuit Chain | p. 47 |
Circuit Representations of Finite Recurrent Markov Chains | p. 55 |
Circuit Representations by Probabilistic Algorithms | p. 56 |
Circuit Representations by Nonrandomized Algorithms | p. 57 |
The Caratheodory-Type Circuit Representations | p. 60 |
The Betti Number of a Markov Chain | p. 61 |
A Refined Cycle Decomposition of Finite Stochastic Matrices: A Homologic Approach | p. 66 |
The Dimensions of Caratheodory and Betti | p. 72 |
Continuous Parameter Circuit Processes with Finite State Space | p. 73 |
Genesis of Markov Processes by Weighted Circuits | p. 73 |
The Weight Functions | p. 76 |
Continuity Properties of the Weight Functions | p. 79 |
Differentiability Properties of the Weight Functions | p. 83 |
Cycle Representation Theorem for Transition Matrix Functions | p. 85 |
Cycle Representation Theorem for Q-Matrices | p. 88 |
Spectral Theory of Circuit Processes | p. 93 |
Unitary Dilations in Terms of Circuits | p. 93 |
Integral Representations of the Circuit-Weights Decomposing Stochastic Matrices | p. 96 |
Spectral Representation of Continuous Parameter Circuit Processes | p. 98 |
Higher-Order Circuit Processes | p. 101 |
Higher-Order Markov Chains | p. 101 |
Higher-Order Finite Markov Chains Defined by Weighted Circuits | p. 106 |
The Rolling-Circuits | p. 117 |
The Passage-Function Associated with a Rolling-Circuit | p. 120 |
Representation of Finite Multiple Markov Chains by Weighted Circuits | p. 122 |
Cycloid Markov Processes | p. 131 |
The Passages Through a Cycloid | p. 131 |
The Cycloid Decomposition of Balanced Functions | p. 135 |
The Cycloid Transition Equations | p. 138 |
Definition of Markov Chains by Cycloids | p. 141 |
Markov Processes on Banach Spaces on Cycles | p. 145 |
Banach Spaces on Cycles | p. 145 |
Fourier Series on Directed Cycles | p. 152 |
Orthogonal Cycle Transforms for Finite Stochastic Matrices | p. 157 |
Denumerable Markov Chains on Banach Spaces on Cycles | p. 161 |
The Cycle Measures | p. 163 |
The Passage-Functions as Characteristic Functions | p. 163 |
The Passage-Functions as Balanced Functions | p. 167 |
The Vector Space Generated by the Passage-Functions | p. 171 |
The Cycle Measures | p. 175 |
Measures on the Product of Two Measurable Spaces by Cycle Representations of Balanced Functions: A Fubini-Type Theorem | p. 182 |
Wide-Ranging Interpretations of the Cycle Representations of Markov Processes | p. 187 |
The Homologic Interpretation of the Cycle Processes | p. 187 |
An Algebraic Interpretation | p. 192 |
The Banach Space Approach | p. 194 |
The Measure Theoretic Interpretation | p. 195 |
The Cycle Representation Formula as a Disintegration of Measures | p. 197 |
Applications of the Cycle Representations | |
Stochastic Properties in Terms of Circuits | p. 207 |
Recurrence Criterion in Terms of the Circuits | p. 207 |
The Entropy Production of Markov Chains | p. 210 |
Reversibility Criteria in Terms of the Circuits | p. 212 |
Derriennic Recurrence Criterions in Terms of the Weighted Circuits | p. 215 |
Levy's Theorem Concerning Positiveness of Transition Probabilities | p. 225 |
Levy's Theorem in Terms of Circuits | p. 226 |
Physical Interpretation of the Weighted Circuits Representing a Markov Process | p. 228 |
The Rotational Theory of Markov Processes | p. 231 |
Preliminaries | p. 231 |
Joel E. Cohen's Conjecture on Rotational Representations of Stochastic Matrices | p. 234 |
Alpern's Solution to the Rotational Problem | p. 235 |
Transforming Circuits into Circle Arcs | p. 240 |
Mapping Stochastic Matrices into Partitions and a Probabilistic Solution to the Rotational Problem | p. 247 |
The Rotational Dimension of Stochastic Matrices and a Homologic Solution to the Rotational Problem | p. 250 |
The Complexity of the Rotational Representations | p. 255 |
A Reversibility Criterion in Terms of Rotational Representations | p. 259 |
Rotational Representations of Transition Matrix Functions | p. 262 |
List of Notations | p. 265 |
Bibliography | p. 267 |
Index | p. 297 |
Table of Contents provided by Ingram. All Rights Reserved. |
ISBN: 9780387291666
ISBN-10: 0387291660
Series: Stochastic Modelling and Applied Probability
Published: 20th June 2006
Format: Hardcover
Language: English
Number of Pages: 324
Audience: Professional and Scholarly
Publisher: Springer Nature B.V.
Country of Publication: US
Edition Number: 2
Edition Type: Revised
Dimensions (cm): 23.39 x 15.6 x 1.91
Weight (kg): 0.6
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