Results 11 to 20 of about 15,562 (261)
A note on conditional expectation for Markov kernels [PDF]
Statistics & Probability Letters, 2021 9 pages, 1 ...
openaire +2 more sources
Martin Kernels for Markov Processes with Jumps [PDF]
Potential Analysis, 2017 We prove existence of boundary limits of ratios of positive harmonic functions for a wide class of Markov processes with jumps and irregular domains, in the context of general metric measure spaces. As a corollary, we prove uniqueness of the Martin kernel at each boundary point, that is, we identify the Martin boundary with the topological boundary. We
Kwaśnicki, Mateusz, Juszczyszyn, Tomasz
openaire +2 more sources
Kernel-based Hidden Markov Conditional Densities
SSRN Electronic Journal, 2022 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jan G. De Gooijer +2 more
openaire +3 more sources
Derivatives of Markov Kernels and Their Jordan Decomposition [PDF]
Journal of Applied Analysis, 2008 Let \((P_\vartheta)_{\vartheta \in \Theta}\) be a parametric family of Markov kernels from a measurable space \((X, \mathcal{X})\) to a locally compact space \(Y\). The family \((P_\vartheta)_{\vartheta \in \Theta}\) is called weakly differentiable at \(\vartheta\) if for any \(x \in X\) there is a finite signed Baire measure \(P'_\vartheta(x, .)\) on \
Heidergott, B.F. +2 more
openaire +3 more sources
Water Policy, 2023 This paper constructs a green development efficiency index framework of water-energy-food in China, and uses the Super-EBM model to measure it more accurately and scientifically.
Jinqiu Li, Dechun Huang
doaj +1 more source
A probabilistic model for fast-to-evaluate 2D crack path prediction in heterogeneous materials [PDF]
Journal of Theoretical, Computational and Applied Mechanics, 2023 This paper is devoted to the construction of a new fast-to-evaluate model for the prediction of 2D crack paths in concrete-like microstructures. The model generates piecewise linear cracks paths with segmentation points selected using a Markov chain ...
Kathleen Pele +6 more
doaj +1 more source
Fuzzy Observables: from Weak Markov Kernels to Markov Kernels
International Journal of Theoretical Physics, 2023 AbstractWe provide a proof based on transfinite induction that every weak Markov kernel is equivalent to a Markov kernel. We only assume the space where the weak Markov kernel is defined to be second countable and metrizable. That generalizes some previous results where the kernel is required to be defined on a standard Borel space (which is second ...
openaire +2 more sources
Asymptotics of Markov Kernels and the Tail Chain [PDF]
Advances in Applied Probability, 2013 An asymptotic model for the extreme behavior of certain Markov chains is the ‘tail chain’. Generally taking the form of a multiplicative random walk, it is useful in deriving extremal characteristics, such as point process limits. We place this model in a more general context, formulated in terms of extreme value theory for transition kernels, and ...
Resnick, Sidney I., Zeber, David
openaire +5 more sources
The Hypergroup Property and Representation of Markov Kernels [PDF]
, 2008 For a given orthonormal basis $(f_n)$ on a probability measure space, we want to describe all Markov operators which have the $f_n$ as eigenvectors. We introduce for that what we call the hypergroup property. We study this property in three different cases.
Bakry, Dominique, Huet, Nolwen
openaire +3 more sources