Covariance linear functionals on doubly stochastic measures

DOI10.1080/00036818008839302zbMath0431.60072OpenAlexW2002720199WikidataQ58279511 ScholiaQ58279511MaRDI QIDQ3868562

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

extreme pointsdoubly stochastic measures

Mathematics Subject Classification ID

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

Related Items

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

Cites Work

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

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