Random Finite-Valued Dynamical Systems: Additive Markov Approach

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