On the differentiability of parametrized families of linear operators and the sensitivity of their stationary vectors (Q624236): Difference between revisions

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Latest revision as of 18:28, 3 July 2024

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On the differentiability of parametrized families of linear operators and the sensitivity of their stationary vectors
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    On the differentiability of parametrized families of linear operators and the sensitivity of their stationary vectors (English)
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    8 February 2011
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    In this article, the differentiability of functions of stationary vectors associated to operator-valued functions as well as the differentiability of the operator-valued functions themselves is studied. In particular, it is shown that the derivative of a weakly differentiable parametric family of continuous operators is again a parametric family of continuous operators. This result is then applied to kernel operators. Further, the sensitivity of continuous linear operators and the sensitivity of their stationary vectors is investigated.
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    differentiation
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    operator-valued functions
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    stationary vectors
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    stationary distributions
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    differentiation of operators
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    differentiation of Markov kernels
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    measure-valued differentiation
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