Results 31 to 40 of about 830,323 (220)
Polynomial ergodicity of Markov transition kernels
Stochastic Processes and their Applications, 2003 Let \(\varPhi \) be a time-homogeneous Markov chain on a countably generated measure space \((X,\mathfrak B)\) with a \(\varphi \)-irreducible and aperiodic transition kernel \(P\). Let \(f\geq 1\) be a measurable function on \(X\) and \(r=(r(n))_ {n\geq 1}\) a polynomial sequence, that is, \(\liminf r(n)(n+1)^ {-\beta }>0\), \(\limsup r(n)(n+1 ...
Fort, G., Moulines, E.
openaire +1 more source
Heavy Tailed Approximate Identities and σ-stable Markov Kernels [PDF]
Potential Analysis, 2017 The aim of this paper is to present some results relating the properties of stability, concentration and approximation to the identity of convolution through not necessarily mollification type families of heavy tailed Markov kernels. A particular case is provided by the kernels $K_t$ obtained as the $t$ mollification of $L^{ (t)}$ selected from the ...
Aimar, Hugo Alejandro +2 more
openaire +3 more sources
A note on conditional expectation for Markov kernels [PDF]
Statistics & Probability Letters, 2021 9 pages, 1 ...
openaire +2 more sources
Robust Average-Reward Markov Decision Processes [PDF]
AAAI Conference on Artificial Intelligence, 2023 In robust Markov decision processes (MDPs), the uncertainty in the transition kernel is addressed by finding a policy that optimizes the worst-case performance over an uncertainty set of MDPs.
Yue Wang +4 more
semanticscholar +1 more source
Weighted Nash Inequalities [PDF]
, 2010 Nash or Sobolev inequalities are known to be equivalent to ultracontractive properties of Markov semigroups, hence to uniform bounds on their kernel densities.
Bakry, Dominique +3 more
core +6 more sources
Should I stay or should I go? A habitat-dependent dispersal kernel improves prediction of movement. [PDF]
PLoS ONE, 2011 The analysis of animal movement within different landscapes may increase our understanding of how landscape features affect the perceptual range of animals.
Fabrice Vinatier +5 more
doaj +1 more source
Evolution and prediction of land use around metro stations
Frontiers in Environmental Science, 2023 Metro stations are considered high-quality resources for promoting urban development, which have great influences on the surrounding land use changes. The simulation and prediction of land use change can provide a scientific basis for urban land planning.
Fei Fu +6 more
doaj +1 more source
The Stochastic Heat Equation Driven by a Gaussian Noise: germ Markov Property [PDF]
, 2008 Let $u=\{u(t,x);t \in [0,T], x \in {\mathbb{R}}^{d}\}$ be the process solution of the stochastic heat equation $u_{t}=\Delta u+ \dot F, u(0,\cdot)=0$ driven by a Gaussian noise $\dot F$, which is white in time and has spatial covariance induced by the ...
Balan, Raluca, Kim, Doyoon
core +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
Sufficient stochastic maximum principle for the optimal control of semi-Markov modulated jump-diffusion with application to Financial optimization [PDF]
, 2014 The finite state semi-Markov process is a generalization over the Markov chain in which the sojourn time distribution is any general distribution. In this article we provide a sufficient stochastic maximum principle for the optimal control of a semi ...
Deshpande, Amogh
core +2 more sources