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Evolution Algebras and Markov Chains

Part of the Lecture Notes in Mathematics book series (LNM, volume 1921)

For a Markov chain, we can define an evolution algebra by taking states as generators and transition probability vectors as defining relations. We may say an evolution algebra defined by a Markov chain is a Markov evolution algebra. Every property of a Markov chain can be redefined by its Markov evolution algebra. In other words, properties of Markov chains can be revealed by studying their evolution algebras. Moreover, Markov chains, as a type of dynamical systems, have a hidden algebraic aspect. In first three sections of this chapter we study the relations between Markov chains and evolution algebras. In the last section, the hierarchy of a general Markov chain is revealed naturally by its evolution algebra.

Keywords

Markov Chain Evolution Operator Sojourn Time Kolmogorov Equation Geometric Multiplicity 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2008

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