On the probabilistic multichain Poisson equation

Onésimo Hernández-Lerma, and Jean B. Lasserre. "On the probabilistic multichain Poisson equation." Applicationes Mathematicae 28.2 (2001): 225-243. <http://eudml.org/doc/279603>.

@article{OnésimoHernández2001,
abstract = { This paper introduces necessary and/or sufficient conditions for the existence of solutions (g,h) to the probabilistic multichain Poisson equation (a) g = Pg and (b) g+h-Ph = f, with a given charge f, where P is a Markov kernel (or transition probability function) on a general measurable space. The existence conditions are derived via three different approaches, using (1) canonical pairs, (2) Cesàro averages, and (3) resolvents. },
author = {Onésimo Hernández-Lerma, Jean B. Lasserre},
journal = {Applicationes Mathematicae},
keywords = {discrete-time Markov processes; Poisson equation; mean ergodic theorem; canonical pairs; Cesàro averages; resolvent; potentials},
language = {eng},
number = {2},
pages = {225-243},
title = {On the probabilistic multichain Poisson equation},
url = {http://eudml.org/doc/279603},
volume = {28},
year = {2001},
}

TY - JOUR
AU - Onésimo Hernández-Lerma
AU - Jean B. Lasserre
TI - On the probabilistic multichain Poisson equation
JO - Applicationes Mathematicae
PY - 2001
VL - 28
IS - 2
SP - 225
EP - 243
AB - This paper introduces necessary and/or sufficient conditions for the existence of solutions (g,h) to the probabilistic multichain Poisson equation (a) g = Pg and (b) g+h-Ph = f, with a given charge f, where P is a Markov kernel (or transition probability function) on a general measurable space. The existence conditions are derived via three different approaches, using (1) canonical pairs, (2) Cesàro averages, and (3) resolvents.
LA - eng
KW - discrete-time Markov processes; Poisson equation; mean ergodic theorem; canonical pairs; Cesàro averages; resolvent; potentials
UR - http://eudml.org/doc/279603
ER -