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Miclo, Laurent
(2025)
On the Helmholtz decomposition for finite Markov processes.
In: Séminaire de Probabilités LII: Lecture Notes in Mathematics
Donati-Martin, Catherine, Lejay, Antoine and Rouault, Alain (eds.)
Springer.
Cham 263–292-263–292.
ISBN 9783031864223
This is the latest version of this item.
Official URL : http://tse-fr.eu/pub/129041
Identification Number : 10.1007/978-3-031-86422-3_6
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 correspond to anti-symmetric functions on the oriented edges of the underlying graph.
| Item Type: | Book Section |
|---|---|
| Language: | English |
| Date: | 11 March 2025 |
| Place of Publication: | Cham |
| Subjects: | B- ECONOMIE ET FINANCE |
| Divisions: | TSE-R (Toulouse) |
| Site: | UT1 |
| Date Deposited: | 04 Dec 2025 10:25 |
| Last Modified: | 02 Feb 2026 08:22 |
| OAI Identifier: | oai:tse-fr.eu:129041 |
| URI: | https://publications.ut-capitole.fr/id/eprint/48599 |
Available Versions of this Item
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On the Helmholtz decomposition for finite Markov processes. (deposited 22 Feb 2024 09:36)
- On the Helmholtz decomposition for finite Markov processes. (deposited 04 Dec 2025 10:25) [Currently Displayed]
