Displaying similar documents to “Markov's property of the Cantor ternary set”

Tangential Markov inequality in L p norms

Agnieszka Kowalska (2015)

Banach Center Publications

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In 1889 A. Markov proved that for every polynomial p in one variable the inequality | | p ' | | [ - 1 , 1 ] ( d e g p ) ² | | p | | [ - 1 , 1 ] is true. Moreover, the exponent 2 in this inequality is the best possible one. A tangential Markov inequality is a generalization of the Markov inequality to tangential derivatives of certain sets in higher-dimensional Euclidean spaces. We give some motivational examples of sets that admit the tangential Markov inequality with the sharp exponent. The main theorems show that the results on certain arcs...

The Nagaev-Guivarc’h method via the Keller-Liverani theorem

Loïc Hervé, Françoise Pène (2010)

Bulletin de la Société Mathématique de France

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The Nagaev-Guivarc’h method, via the perturbation operator theorem of Keller and Liverani, has been exploited in recent papers to establish limit theorems for unbounded functionals of strongly ergodic Markov chains. The main difficulty of this approach is to prove Taylor expansions for the dominating eigenvalue of the Fourier kernels. The paper outlines this method and extends it by stating a multidimensional local limit theorem, a one-dimensional Berry-Esseen theorem, a first-order...

Mean lower bounds for Markov operators

Eduard Emel'yanov, Manfred Wolff (2004)

Annales Polonici Mathematici

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Let T be a Markov operator on an L¹-space. We study conditions under which T is mean ergodic and satisfies dim Fix(T) < ∞. Among other things we prove that the sequence ( n - 1 k = 0 n - 1 T k ) converges strongly to a rank-one projection if and only if there exists a function 0 ≠ h ∈ L¹₊ which satisfies l i m n | | ( h - n - 1 k = 0 n - 1 T k f ) | | = 0 for every density f. Analogous results for strongly continuous semigroups are given.

An optimal strong equilibrium solution for cooperative multi-leader-follower Stackelberg Markov chains games

Kristal K. Trejo, Julio B. Clempner, Alexander S. Poznyak (2016)

Kybernetika

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This paper presents a novel approach for computing the strong Stackelberg/Nash equilibrium for Markov chains games. For solving the cooperative n -leaders and m -followers Markov game we consider the minimization of the L p - norm that reduces the distance to the utopian point in the Euclidian space. Then, we reduce the optimization problem to find a Pareto optimal solution. We employ a bi-level programming method implemented by the extraproximal optimization approach for computing the strong...

Sets with the Bernstein and generalized Markov properties

Mirosław Baran, Agnieszka Kowalska (2014)

Annales Polonici Mathematici

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It is known that for C determining sets Markov’s property is equivalent to Bernstein’s property. We are interested in finding a generalization of this fact for sets which are not C determining. In this paper we give examples of sets which are not C determining, but have the Bernstein and generalized Markov properties.

Markov's property for kth derivative

Mirosław Baran, Beata Milówka, Paweł Ozorka (2012)

Annales Polonici Mathematici

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Consider the normed space ( ( N ) , | | · | | ) of all polynomials of N complex variables, where || || a norm is such that the mapping L g : ( ( N ) , | | · | | ) f g f ( ( N ) , | | · | | ) is continuous, with g being a fixed polynomial. It is shown that the Markov type inequality | / z j P | | M ( d e g P ) m | | P | | , j = 1,...,N, P ( N ) , with positive constants M and m is equivalent to the inequality | | N / z . . . z N P | | M ' ( d e g P ) m ' | | P | | , P ( N ) , with some positive constants M’ and m’. A similar equivalence result is obtained for derivatives of a fixed order k ≥ 2, which can be more specifically formulated in the language of normed algebras....

The scaling limits of a heavy tailed Markov renewal process

Julien Sohier (2013)

Annales de l'I.H.P. Probabilités et statistiques

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In this paper we consider heavy tailed Markov renewal processes and we prove that, suitably renormalised, they converge in law towards the α -stable regenerative set. We then apply these results to the strip wetting model which is a random walk S constrained above a wall and rewarded or penalized when it hits the strip [ 0 , ) × [ 0 , a ] where a is a given positive number. The convergence result that we establish allows to characterize the scaling limit of this process at criticality.

Distortion inequality for the Frobenius-Perron operator and some of its consequences in ergodic theory of Markov maps in d

Piotr Bugiel (1998)

Annales Polonici Mathematici

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Asymptotic properties of the sequences (a) P φ j g j = 1 and (b) j - 1 i = 0 j - 1 P φ g j = 1 , where P φ : L ¹ L ¹ is the Frobenius-Perron operator associated with a nonsingular Markov map defined on a σ-finite measure space, are studied for g ∈ G = f ∈ L¹: f ≥ 0 and ⃦f ⃦ = 1. An operator-theoretic analogue of Rényi’s Condition is introduced. It is proved that under some additional assumptions this condition implies the L¹-convergence of the sequences (a) and (b) to a unique g₀ ∈ G. The general result is applied to some smooth Markov...

A note on Markov operators and transition systems

Bartosz Frej (2002)

Colloquium Mathematicae

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On a compact metric space X one defines a transition system to be a lower semicontinuous map X 2 X . It is known that every Markov operator on C(X) induces a transition system on X and that commuting of Markov operators implies commuting of the induced transition systems. We show that even in finite spaces a pair of commuting transition systems may not be induced by commuting Markov operators. The existence of trajectories for a pair of transition systems or Markov operators is also investigated. ...

On iterates of strong Feller operators on ordered phase spaces

Wojciech Bartoszek (2004)

Colloquium Mathematicae

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Let (X,d) be a metric space where all closed balls are compact, with a fixed σ-finite Borel measure μ. Assume further that X is endowed with a linear order ⪯. Given a Markov (regular) operator P: L¹(μ) → L¹(μ) we discuss the asymptotic behaviour of the iterates Pⁿ. The paper deals with operators P which are Feller and such that the μ-absolutely continuous parts of the transition probabilities P ( x , · ) x X are continuous with respect to x. Under some concentration assumptions on the asymptotic transition...

Insensitivity analysis of Markov chains

Kocurek, Martin

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Sensitivity analysis of irreducible Markov chains considers an original Markov chain with transition probability matix P and modified Markov chain with transition probability matrix P . For their respective stationary probability vectors π , π ˜ , some of the following charactristics are usually studied: π - π ˜ p for asymptotical stability [3], | π i - π ˜ i | , | π i - π ˜ i | π i for componentwise stability or sensitivity [1]. For functional transition probabilities, P = P ( t ) and stationary probability vector π ( t ) , derivatives are also used...

Evaluating default priors with a generalization of Eaton’s Markov chain

Brian P. Shea, Galin L. Jones (2014)

Annales de l'I.H.P. Probabilités et statistiques

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We consider evaluating improper priors in a formal Bayes setting according to the consequences of their use. Let 𝛷 be a class of functions on the parameter space and consider estimating elements of 𝛷 under quadratic loss. If the formal Bayes estimator of every function in 𝛷 is admissible, then the prior is strongly admissible with respect to 𝛷 . Eaton’s method for establishing strong admissibility is based on studying the stability properties of a particular Markov chain associated with...