On the differentiability of parametrized families of linear operators and the sensitivity of their stationary vectors

DOI10.1007/s10998-009-0147-2zbMath1219.47027OpenAlexW2023258952MaRDI QIDQ624236

Heinz Weisshaupt

Publication date: 8 February 2011

Published in: Periodica Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10998-009-0147-2

zbMATH Keywords

differentiationstationary distributionsoperator-valued functionsdifferentiation of Markov kernelsdifferentiation of operatorsmeasure-valued differentiationstationary vectors

Mathematics Subject Classification ID

Functions whose values are linear operators (operator- and matrix-valued functions, etc., including analytic and meromorphic ones) (47A56) Abstract differentiation theory, differentiation of set functions (28A15) Applications of operator theory in probability theory and statistics (47N30)

Cites Work

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• Monte Carlo strategies in scientific computing.
• Local convexity, adapted experiments and the wave equation: Lecam's randomization criterion and related results
• Derivatives of Markov Kernels and Their Jordan Decomposition
• Gradient estimation for discrete-event systems by measure-valued differentiation
• Measure-Valued Differentiation for Stationary Markov Chains

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