Short proofs for the inequalities of Szegö, Markov and Zygmund
Manfred v. Golitschek (1989)
Banach Center Publications
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Manfred v. Golitschek (1989)
Banach Center Publications
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Matteo Bonforte, Gabriele Grillo (2005)
Bulletin of the Polish Academy of Sciences. Mathematics
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We investigate the connection between certain logarithmic Sobolev inequalities and generalizations of Gagliardo-Nirenberg inequalities. A similar connection holds between reverse logarithmic Sobolev inequalities and a new class of reverse Gagliardo-Nirenberg inequalities.
Białas-Cież, L. (1999)
Journal of Inequalities and Applications [electronic only]
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Zbyněk Šidák (1976)
Aplikace matematiky
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Laurent Mazliak (2007)
Revue d'histoire des mathématiques
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We present the letters sent by Wolfgang Doeblin to Bohuslav Hostinský between 1936 and 1938. They concern some aspects of the general theory of Markov chains and the solutions of the Chapman-Kolmogorov equation that Doeblin was then establishing for his PhD thesis.
W. Pleśniak (1990)
Annales Polonici Mathematici
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Raúl Montes-de-Oca, Alexander Sakhanenko, Francisco Salem-Silva (2003)
Applicationes Mathematicae
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We analyse a Markov chain and perturbations of the transition probability and the one-step cost function (possibly unbounded) defined on it. Under certain conditions, of Lyapunov and Harris type, we obtain new estimates of the effects of such perturbations via an index of perturbations, defined as the difference of the total expected discounted costs between the original Markov chain and the perturbed one. We provide an example which illustrates our analysis.
Jeffrey J. Hunter (2016)
Special Matrices
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This article describes an accurate procedure for computing the mean first passage times of a finite irreducible Markov chain and a Markov renewal process. The method is a refinement to the Kohlas, Zeit fur Oper Res, 30, 197–207, (1986) procedure. The technique is numerically stable in that it doesn’t involve subtractions. Algebraic expressions for the special cases of one, two, three and four states are derived.Aconsequence of the procedure is that the stationary distribution of the...
O. Adelman (1976)
Annales scientifiques de l'Université de Clermont. Mathématiques
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