Dynamic random walks in Clifford algebras

被引:3
作者
Schott, R. [1 ,2 ]
Staples, G. S. [3 ]
机构
[1] Univ Nancy 1, IECN, BP 239, F-54506 Vandoeuvre Les Nancy, France
[2] Univ Nancy 1, LORIA, F-54506 Vandoeuvre Les Nancy, France
[3] Southern Illinois Univ, Dept Math & Stat, Edwardsville, IL 62026 USA
关键词
Clifford algebras; random walks; dynamical systems; hypercubes;
D O I
10.1515/APAM.2010.007
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Given a Clifford algebra of arbitrary signature Cl-p,Cl-q, p + q = n, multiplicative random walks with dynamic transitions are induced by sequences of random variables taking values in the unit basis vectors and paravectors of the algebra. These walks can be viewed as random walks on "directed hypercubes". Properties of such multiplicative walks are investigated, and these multiplicative walks are then summed to induce additive walks on the algebra. Properties of both types of walks are considered, and limit theorems are developed.
引用
收藏
页码:81 / 115
页数:35
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