Markov chains in Banach spaces on cycles (Q1273814): Difference between revisions
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Latest revision as of 17:49, 28 May 2024
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English | Markov chains in Banach spaces on cycles |
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Markov chains in Banach spaces on cycles (English)
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1 April 2001
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This paper investigates the problem of defining denumerable Markov chains by using countable collections of weighted directed cycles, called denumerable cycle Markov chains (DCMCs). Since DCMCs admit invariant probability distributions, and their transition matrices satisfy the so-called cycle formula, the authors show that the DCMC problem may be solved by using suitably defined Banach spaces \(L_p\) \((p\geq 1)\) on cycles and edges. Necessary and sufficient conditions are given for a Fourier series to define sequences that satisfy the cycle formula. More specifically, the paper shows how to define DCMCs on the basis of denumerable collections of directed cycles, Fourier series, and sequences of Banach spaces \(L_p (N^2)\) that satisfy the cycle formula.
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denumerable cycle Markov chains
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denumerable collections of directed cycles
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infinite electrical networks
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sequences of Banach spaces
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