منابع مشابه
Spectral Theory of Discrete Processes
We offer a spectral analysis for a class of transfer operators. These transfer operators arise for a wide range of stochastic processes, ranging from random walks on infinite graphs to the processes that govern signals and recursive wavelet algorithms; even spectral theory for fractal measures. In each case, there is an associated class of harmonic functions which we study. And in addition, we ...
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Consider the partial sums {St} of a real-valued functional F (Φ(t)) of a Markov chain {Φ(t)} with values in a general state space. Assuming only that the Markov chain is geometrically ergodic and that the functional F is bounded, the following conclusions are obtained: Spectral theory: Well-behaved solutions f̌ can be constructed for the “multiplicative Poisson equation” (eP )f̌ = λf̌ , where P is...
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ژورنال
عنوان ژورنال: Open Physics
سال: 2010
ISSN: 2391-5471
DOI: 10.2478/s11534-009-0119-4