Random Finite-valued Dynamical Systems: Additive Markov Chain Approach (Kharkov Series in Physics and Mathematics): v. 1

Product Description This volume reviews one of the topical areas of research on random discrete dynamic systems from the common standpoint of multistep Markov chains. The authors present a new efficient tool for studying random systems with a long-range memory which enables and offers an approach to solving a number of crucial theoretical and applications issues. The proposed methods of constructing sequences with prescribed correlation properties make it possible to design real physical systems (antennas, waveguides, diffraction gratings, multilayered systems) with required spectral characteristics. The problem of generating random sequences is closely linked to forecasting. This book is intended for graduates, researchers and professionals and provides a useful source of reference for solving prediction issues in meteorology, sociology, economics and financial analysis. About the Author O.V.Usatenko, S.S.Apostolov, Z.A.Mayzelis and S.S.Melnik are all affiliated to Institute of Radiophysics and Electronics, National Academy of Sciences of Ukraine, Kharkov, Ukraine.