Take the 2-minute tour ×
Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. It's 100% free, no registration required.

Some time back I was reading a PDF about algebra or topology (or algebraic topology, I forget which) and found an extremely enlightening section about an application to stochastic processes. Essentially they defined a stochastic processes $X_t$ and defined some function $y(T)$ to be the number of times between $t=0$ and $t=T$ that $X_t=c$, for some $c$. They used either algebra or topology to shed light on the structure of that problem. It was extremely interesting but I've forgotten where I saw it and was wondering if anyone had a hint of what I might have been looking at (in terms of the math or the doc itself). Perhaps I will be able to track it down again!

Any thoughts of applications of either algebra, topology or algebraic topology to stochastic processes, particular ones with the Markov property?

TIA!

share|improve this question
1  
I can't think of any application at this moment, but I certainly would be very interested in reading that PDF, if you find it once again! –  Jose L. Lykón Sep 22 '11 at 23:07
    
It's so annoying, goddam Windows crashed and I had to reboot so I lost all my open tabs in Chrome. Now I can't find the single best piece of math I've ever seen. It even had a discussion about how the reason most people haven't heard of the application is because most mathematicians aren't interested in both statistics and topology. Fascinating. –  Jason Sep 23 '11 at 13:51
    
@Jason You do know that chrome keeps a history of pages visited, right? It should be in there. I think you can even do a keyword search on the name of the page. –  Faheem Mitha Jan 30 '13 at 16:16
add comment

1 Answer

This looks like things Robert Adler is interested in, whether he calls it Stochastic Algebraic Topology or Random Fields. The links might help you get started.

share|improve this answer
add comment

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Not the answer you're looking for? Browse other questions tagged or ask your own question.