Markovian Dynamics

Konrad Jacobs
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Konrad Jacobs: Universität Erlangen-Nürnberg, Mathematisches Institut

Chapter II in Discrete Stochastics, 1992, pp 19-43 from Springer

Abstract: Abstract In many cases the evolution of certain phenomena can be interpreted as changes of the state of a dynamical system. A finite-state dynamical system consists of a finite “state space” D and a mapping T : D → D. The interpretation is: if the system is in state j ∈ D at time t, it will be in state k = T(j) at time t + 1. Such finite state discrete-time dynamical systems are much too primitive to describe important phenomena like the evolution of the plantetary system or the like; continuous state spaces and continuous time are a characteristic of most full-fledged dynamical systems, and calculus is the proper tool for their investigation; actually, calculus was invented for this purpose.

Keywords: Extremal Point; Probability Vector; Stochastic Matrix; Permutation Matrice; Stochastic Matrice (search for similar items in EconPapers)
Date: 1992
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DOI: 10.1007/978-3-0348-8645-1_2

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