Covariance linear functionals on doubly stochastic measures

DOI10.1080/00036818008839302MaRDI QIDQ3868562zbMATH OpenOpenAlexWikidataFDO

Authors P. N. De Land, Ray C. Shiflett

Publication date 1980

Published in Applicable Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00036818008839302

zbMATH Keywords

doubly stochastic measuresextreme points

Mathematics Subject Classification ID

Groups and semigroups of linear operators (47D03) Markov semigroups and applications to diffusion processes (47D07) Prediction theory (aspects of stochastic processes) (60G25) Transition functions, generators and resolvents (60J35) Markov processes: estimation; hidden Markov models (62M05)

Cites work

• An “alternierende Verfahren” for general positive operators
• Approximation theorems for Markov operators

Cited in

(2)

• Extreme doubly stochastic operators and characteristic functions
• Continuous stochastic measures and Markov operators

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