Cycle Representations of Markov Processes

DOI10.1007/0-387-36081-6MaRDI QIDQ5476736zbMATH OpenOpenAlexFDO

Authors Sophia L. Kalpazidou

Publication date 18 July 2006

Published in Stochastic Modelling and Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/0-387-36081-6

zbMATH Keywords

circuit chainscycle measurescycle representationsinvariant measuresMarkov chainsMarkov processes

Mathematics Subject Classification ID

Stochastic matrices (15B51) Measures and integrals in product spaces (28A35) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Probabilistic measure theory (60A10) Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on general state spaces (60J25) Continuous-time Markov processes on discrete state spaces (60J27) Markov processes (60J99)

Recommendations

• scientific article; zbMATH DE number 750174
• scientific article; zbMATH DE number 440444
• Wide-ranging interpretations of the cycle representations of Markov processes
• scientific article; zbMATH DE number 1223601
• scientific article; zbMATH DE number 3181521
• Cycloid decompositions of finite Markov chains
• Cyclic markov set-chains
• Hamiltonian Cycles and Singularly Perturbed Markov Chains
• scientific article; zbMATH DE number 4169802

Cited in

(26)

• Valuing programs with deterministic and stochastic cycles
• On the fastest finite Markov processes
• Cycle symmetry, limit theorems, and fluctuation theorems for diffusion processes on the circle
• A sufficient condition for a unique invariant distribution of a higher-order Markov chain
• Affinity and fluctuations in a mesoscopic noria
• \textit{Maxallent}: maximizers of all entropies and uncertainty of uncertainty
• Bivectorial nonequilibrium thermodynamics: cycle affinity, vorticity potential, and Onsager's principle
• Wide-ranging interpretations of the cycle representations of Markov processes
• On the imaginary-real ratio rule of power spectra
• Stochastic dynamics: Markov chains and random transformations
• On three new principles in non-equilibrium statistical mechanics and Markov semigroups of weak coupling limit type
• scientific article; zbMATH DE number 3864241 (Why is no real title available?)
• scientific article; zbMATH DE number 4069961 (Why is no real title available?)
• Cycle generating equations
• From network problem to cycle processes
• scientific article; zbMATH DE number 750174 (Why is no real title available?)
• scientific article; zbMATH DE number 868168 (Why is no real title available?)
• Modularity of directed networks: cycle decomposition approach
• Comment on ``On the imaginary-real ratio rule of power spectra [J. Math. Phys. 50, 063301 (2009)]
• Finding dominant structures of nonreversible Markov processes
• A decomposition of irreversible diffusion processes without detailed balance
• On classification of states in higher order Markov chains
• Irreversible Monte Carlo algorithms for efficient sampling
• On the imbedding problem for three-state time homogeneous Markov chains with coinciding negative eigenvalues
• Decomposition of the interaction graph of Markov generators of weak coupling limit type
• On the complex eigenvalues of finite Markov generators

This page was built for publication: Cycle Representations of Markov Processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5476736)