Random Finite-Valued Dynamical Systems: Additive Markov Approach

Random Finite-Valued Dynamical Systems: Additive Markov Approach

£ 50.00

O. V. Usatenko, S. S. Apostolov, Z. A. Mayzelis and S. S. Melnik, Institute for Radiophysics and Electronics, Kharkov, Ukraine

This volume reviews one of the topical areas of research on random discrete dynamic systems from the common standpoint of multistep Markov chains. The authors present a new efficient tool for studying the random systems with a long-range memory which enables a number of crucial theoretical and applications issues to be solved.

2010      Hbk      ISBN: 978-1-904868-74-3      176pp

Description

The proposal methods of constructing sequences with prescribed correlation properties make it possible to design real physical systems (antennas, waveguides, diffraction gratings, multi-layered systems) with required spectral characteristics. The problem of generating random sequences is closely linked to forecasting. Therefore this book provides a useful reference for graduates, researchers and professionals in the study of prediction issues in meteorology, sociology, economics and financial areas (technical analysis for traders).

Contents include:

 Introduction

  • Variety of Markhov chains

General theoretical approach

Generation of correlated sequences

  • Convolution method
  • Markhov generation
  • Flitering probability functions
  • Signum generation

Applications

  • Non-extensive thermodynamics
  • Josephson chains and superconducting multilayers
  • Spectral analysis and synthesis of correlated systems
  • Rank distributions and the Zipf law
  • Two kinds of correlations in literary and DNA “texts”
  • Symbolic dynamics

 

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