On the Helmholtz decomposition for finite Markov processes

Laurent Miclo

No 24-1504, TSE Working Papers from Toulouse School of Economics (TSE)

Abstract: Helmholtz decompositions break down any vector field into a sum of a gradient field and a divergence-free vector field. Such a result is extended to finite irreducible and reversible Markov processes, where vector fields cor-respond to anti-symmetric functions on the oriented edges of the underlying graph.

Date: 2024-02-05
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