Derivatives of Markov Kernels and Their Jordan Decomposition

DOI10.1515/JAA.2008.13zbMath1159.60027MaRDI QIDQ3527976

Arie Hordijk, Heinz Weisshaupt, Bernd F. Heidergott

Publication date: 1 October 2008

Published in: Journal of Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/jaa.2008.13

zbMATH Keywords

Jordan decomposition; Markov kernels; weak differentiation

Mathematics Subject Classification ID

26A24: Differentiation (real functions of one variable): general theory, generalized derivatives, mean value theorems

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

28A15: Abstract differentiation theory, differentiation of set functions

47B34: Kernel operators

Related Items

Taylor series expansions for stationary Markov chains, Gradient estimation for smooth stopping criteria, On the differentiability of parametrized families of linear operators and the sensitivity of their stationary vectors, Measure-valued differentiation for Markov chains

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