Derivatives of Markov kernels and their Jordan decomposition

B.F. Heidergott, A. Hordijk, H. Weisshaupt

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    Abstract

    We study a particular class of transition kernels that stems from differentiating Markov kernels in the weak sense. Sufficient conditions are established for this type of kernels to admit a Jordan-type decomposition. The decomposition is explicitly constructed. © Heldermann Verlag.
    Original languageEnglish
    Pages (from-to)13-26
    Number of pages13
    JournalJournal of Applied Analysis
    Volume14
    DOIs
    Publication statusPublished - 2008

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