On the probabilistic multichain Poisson equation

• Autorzy: Onésimo Hernández-Lerma , Jean B. Lasserre
• Języki publikacji: EN

Abstrakty

EN

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.

Kategorie tematyczne

• 60J45: Probabilistic potential theory
• 60J05: Discrete-time Markov processes on general state spaces

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 2001
• Tom: 28
• Numer: 2
• Strony: 225-243

Daty

wydano

2001

Twórcy

autor

Onésimo Hernández-Lerma

• Departamento de Matemáticas, CINVESTAV-IPN, A. Postal 14-740, México, D.F. 07000, México

autor

Jean B. Lasserre

• LAAS-CNRS, 7 Av. du Colonel Roche, 31077 Toulouse Cedex 4, France

Identyfikatory

DOI

10.4064/am28-2-8