Wyniki wyszukiwania

Sortuj według:

Ogranicz wyniki do:

On the probabilistic multichain Poisson equation

100%

Hernández-Lerma O., Lasserre J.

Applicationes Mathematicae

2001

tom 28

nr 2

225-243

This paper introduces necessary and/or sufficient conditions for the existence of solutions (g,h) to the probabilistic multichain Poisson equation (a) g = Pg and (b) g+h-Ph = f, with a given charge f, where P is a Markov kernel (or transition probability function) on a general measurable space. The existence conditions are derived via three different approaches, using (1) canonical pairs, (2) Cesàro averages, and (3) resolvents.

Solving a class of multivariate integration problems via Laplace techniques

100%

Lasserre J., Zeron E.

Applicationes Mathematicae

2001

tom 28

nr 4

391-405

We consider the problem of calculating a closed form expression for the integral of a real-valued function f:ℝⁿ → ℝ on a set S. We specialize to the particular cases when S is a convex polyhedron or an ellipsoid, and the function f is either a generalized polynomial, an exponential of a linear form (including trigonometric polynomials) or an exponential of a quadratic form. Laplace transform techniques allow us to obtain either a closed form expression, or a series representation that can be handled numerically. Finally, a methodology is proposed for multivariate functions f which have a (multidimensional) Laplace transform.

Ograniczanie wyników

2 Applicationes Mathematicae

2 Lasserre J.

1 Hernández-Lerma O.

1 Zeron E.

2 2001

Wyniki wyszukiwania

On the probabilistic multichain Poisson equation

Solving a class of multivariate integration problems via Laplace techniques