Invariant measures of the pair: state, approximate filtering process
Ł. Stettner (1991)
Colloquium Mathematicae
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Ł. Stettner (1991)
Colloquium Mathematicae
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Nagahata, Yukio, Yoshida, Nobuo (2010)
Electronic Communications in Probability [electronic only]
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Ganapathy, Murali (2007)
Electronic Journal of Probability [electronic only]
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Roberts, Gareth O., Rosenthal, Jeffrey S. (2004)
Probability Surveys [electronic only]
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Bahadoran, Christophe, Guiol, Hervé, Ravishankar, Krishnamurthi, Saada, Ellen (2010)
Electronic Journal of Probability [electronic only]
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M. González, M. Molina, M. Mota (2001)
Extracta Mathematicae
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Doisy, M. (2000)
Journal of Applied Mathematics and Decision Sciences
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Anja Voss-Böhme (2011)
Kybernetika
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For general interacting particle systems in the sense of Liggett, it is proven that the class of cylinder functions forms a core for the associated Markov generator. It is argued that this result cannot be concluded by straightforwardly generalizing the standard proof technique that is applied when constructing interacting particle systems from their Markov pregenerators.
Bielaczyc, Tomasz (2006)
Zeszyty Naukowe Uniwersytetu Jagiellońskiego. Universitatis Iagellonicae Acta Mathematica
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Katarzyna Horbacz (1993)
Annales Polonici Mathematici
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We give sufficient conditions for the strong asymptotic stability of the distributions of dynamical systems with multiplicative perturbations. We apply our results to iterated function systems.
Wiesław Dziubdziela (1997)
Applicationes Mathematicae
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We present a stochastic model which yields a stationary Markov process whose invariant distribution is maximum stable with respect to the geometrically distributed sample size. In particular, we obtain the autoregressive Pareto processes and the autoregressive logistic processes introduced earlier by Yeh et al
Giovanni Di Masi, Łukasz Stettner (1994)
Applicationes Mathematicae
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A control problem for a partially observable Markov chain depending on a parameter with long run average cost is studied. Using uniform ergodicity arguments it is shown that, for values of the parameter varying in a compact set, it is possible to consider only a finite number of nearly optimal controls based on the values of actually computable approximate filters. This leads to an algorithm that guarantees nearly selfoptimizing properties without identifiability conditions. The algorithm...