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

DOI10.1007/S10998-009-0147-2MaRDI QIDQ624236zbMATH OpenOpenAlexFDO

Authors 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

differentiationdifferentiation of Markov kernelsdifferentiation of operatorsmeasure-valued differentiationoperator-valued functionsstationary distributionsstationary vectors

Mathematics Subject Classification ID

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

Review text

In this article, the differentiability of functions of stationary vectors associated to operator-valued functions as well as the differentiability of the operator-valued functions themselves is studied. In particular, it is shown that the derivative of a weakly differentiable parametric family of continuous operators is again a parametric family of continuous operators. This result is then applied to kernel operators. Further, the sensitivity of continuous linear operators and the sensitivity of their stationary vectors is investigated.

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Cites work

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Cited in

(2)

• Functions of linear operators: Parameter differentiation
• Small perturbations of polytopes

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