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Derivatives of Markov Kernels and Their Jordan Decomposition

  • B. Heidergott , A. Hordijk und H. Weisshaupt
Veröffentlicht/Copyright: 9. Juni 2010

Abstract

We study a particular class of transition kernels that stems from differentiating Markov kernels in the weak sense. Sufficient conditions are established for this type of kernels to admit a Jordan-type decomposition. The decomposition is explicitly constructed.

Received: 2005-04-05
Revised: 2006-09-06
Published Online: 2010-06-09
Published in Print: 2008-June

© Heldermann Verlag

Heruntergeladen am 21.9.2025 von https://www.degruyterbrill.com/document/doi/10.1515/JAA.2008.13/html
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