Results 1 to 10 of about 12,659 (208)

Factorization of an adjontable Markov operator

Infinite Dimensional Analysis, Quantum Probability and Related Topics, 2019
In this work, we propose a method to investigate the factorization property of a adjontable Markov operator between two algebraic probability spaces without using the dilation theory. Assuming the existence of an anti-unitary operator on Hilbert space related to Stinespring representations of our Markov operator, which satisfy some particular modular ...
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Accretive Operators and Markov Decision Processes

Mathematics of Operations Research, 1980
The dynamic programming functional equation for an abstract, continuous parameter, Markov decision process is shown to involve an operator which is m-accretive, thus giving rise to a nonlinear semigroup, called the Bellman semigroup. A class of controls is specified for which the maximum expected reward over a finite planning horizon is given by this ...
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Markov and Foias Operators

1994
Throughout this book we have studied the asymptotic behavior of densities. However, in some cases the statistical properties of dynamical systems are better described if we use a more general notion than a density, namely, a measure. In fact, the sequences (or flows) of measures generated by dynamical systems simultaneously generalize the notion of ...
Andrzej Lasota, Michael C. Mackey
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Markov Processes and Semigroups of Operators

Theory of Probability & Its Applications, 1956
In this paper the relations between various semigroups of operators and between various infinitesimal operators connected with a homogeneous in t Markov process are investigated. General conditions are established under which the Markov process is determined by its corresponding infinitesimal operator.Let $U_t $ be a semigroup of linear operators in ...
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Remarks on convergence of Markov operators

2002
The authors show that, for \(p\) in \(]0,+\infty[\), the \(p\)--strong convergence of a sequence \(\{T_n\}\) of Markov operators to the Markov operator \(T\) (defined at p. 909) is equivalent to convergence in the Lebesgue measure of \(\{T_nf\}\) to \(Tf\) for all \(f\) in \(L^{+\infty}(I)\) (Theorem 1).
Li, X., MikusiÅ„ski, P., Taylor, M. D.   +2 more
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Pseudodifferential Operators and Markov Processes on Adèles

p-Adic Numbers, Ultrametric Analysis and Applications, 2019
The authors construct a new class of ultrametrics on the ring \(\mathbb{A}_f\) of finite adèles of rational numbers. This leads to a construction of a class of pseudodifferential operators and Markov processes on \(\mathbb{A}_f\), which are invariant under multiplication by units. Considering the infinite place \(\mathbb{R}\), they extend these results
Aguilar-Arteaga, Victor A., Estala-Arias, Samuel   +1 more
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Markov Operators and Semifractals

2004
We show a relationship between the supports of invariant measures with respect to Markov operators and fractals and semifractals defined for Iterated Function Systems (or more generally for suitable multifunctions) without any use of probability theory.
Andrzej Lasota, Józef Myjak, Tomasz Szarek   +2 more
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Constrictive Markov operators induced by Markov processes

Positivity, 2015
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Analysis and Geometry of Markov Diffusion Operators

2014
International ...
Bakry, Dominique, Gentil, Ivan, Ledoux, Michel   +2 more
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Markov Operators

2015
Tanja Eisner, Bálint Farkas, Markus Haase, Rainer Nagel   +3 more
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