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Markov operators acting on Polish spaces

Tomasz Szarek (1997)

Annales Polonici Mathematici

We prove a new sufficient condition for the asymptotic stability of Markov operators acting on measures. This criterion is applied to iterated function systems.

Markov operators on the space of vector measures; coloured fractals

Karol Baron, Andrzej Lasota (1998)

Annales Polonici Mathematici

We consider the family 𝓜 of measures with values in a reflexive Banach space. In 𝓜 we introduce the notion of a Markov operator and using an extension of the Fortet-Mourier norm we show some criteria of the asymptotic stability. Asymptotically stable Markov operators can be used to construct coloured fractals.

Multivariate Markov Families of Copulas

Ludger Overbeck, Wolfgang M. Schmidt (2015)

Dependence Modeling

For the Markov property of a multivariate process, a necessary and suficient condition on the multidimensional copula of the finite-dimensional distributions is given. This establishes that the Markov property is solely a property of the copula, i.e., of the dependence structure. This extends results by Darsow et al. [11] from dimension one to the multivariate case. In addition to the one-dimensional case also the spatial copula between the different dimensions has to be taken into account. Examples...

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