Compact subsets of preserving Markov’s inequality
W. Plesniak (1988)
Matematički Vesnik
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W. Plesniak (1988)
Matematički Vesnik
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Leokadia Białas, Alexander Volberg (1993)
Studia Mathematica
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We prove that the Cantor ternary set E satisfies the classical Markov inequality (see [Ma]): for each polynomial p of degree at most n (n = 0, 1, 2,...) (M) for x ∈ E, where M and m are positive constants depending only on E.
Mirosław Baran, Beata Milówka, Paweł Ozorka (2012)
Annales Polonici Mathematici
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Consider the normed space of all polynomials of N complex variables, where || || a norm is such that the mapping is continuous, with g being a fixed polynomial. It is shown that the Markov type inequality , j = 1,...,N, , with positive constants M and m is equivalent to the inequality , , 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....
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...
Zbyněk Šidák (1967)
Czechoslovak Mathematical Journal
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Piotr Bugiel (1998)
Annales Polonici Mathematici
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Asymptotic properties of the sequences (a) and (b) , where 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...
Mirosław Baran, Agnieszka Kowalska (2014)
Annales Polonici Mathematici
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It is known that for 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 determining. In this paper we give examples of sets which are not determining, but have the Bernstein and generalized Markov properties.
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 -stable regenerative set. We then apply these results to the strip wetting model which is a random walk constrained above a wall and rewarded or penalized when it hits the strip where is a given positive number. The convergence result that we establish allows to characterize the scaling limit of this process at criticality.
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 converges strongly to a rank-one projection if and only if there exists a function 0 ≠ h ∈ L¹₊ which satisfies for every density f. Analogous results for strongly continuous semigroups are given.
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 -leaders and -followers Markov game we consider the minimization of the 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...
M. Jankiewicz (1988)
Applicationes Mathematicae
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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 be a class of functions on the parameter space and consider estimating elements of under quadratic loss. If the formal Bayes estimator of every function in is admissible, then the prior is strongly admissible with respect to . Eaton’s method for establishing strong admissibility is based on studying the stability properties of a particular Markov chain associated with...
Pierre Goetgheluck (1989)
Colloquium Mathematicae
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Tymoteusz Chojecki (2011)
Annales Universitatis Mariae Curie-Sklodowska, sectio A – Mathematica
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Suppose that is a stationary Markov chain and is a certain function on a phase space of the chain, called an observable. We say that the observable satisfies the central limit theorem (CLT) if converge in law to a normal random variable, as . For a stationary Markov chain with the spectral gap the theorem holds for all such that is centered and square integrable, see Gordin [7]. The purpose of this article is to characterize a family of observables for which the CLT holds...