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)

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, 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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