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Derivatives of Markov Kernels and Their Jordan Decomposition
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B. Heidergott
Published/Copyright:
June 9, 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
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Articles in the same Issue
- Finite Partitions of Topological Groups into Congruent Thick Subsets
- Derivatives of Markov Kernels and Their Jordan Decomposition
- Sufficiency and Duality in Control Problems with Generalized Invexity
- Koebe Domains for the Classes of Functions with Ranges Included in Given Sets
- Upper and Lower Solutions Method for Fourth-Order Periodic Boundary Value Problems
- Efficiency and Duality for Generalized Convex Multiobjective Programming
- General Mixed Vector F-Implicit Complementarity Problems in Banach Spaces
- Modelling and Products of Singularities in Colombeau's Algebra
- Set Differential Equations in Fréchet Spaces
- Positive Solutions for a Class of Nonresonant m-Point Boundary Value Problems
- Second Order Duality in Multiobjective Programming
