A Sufficient Condition for Two Markov Semigroups to Commute
نویسندگان
چکیده
منابع مشابه
Necessary and Sufficient Condition for a Set of Matrices to Commute
This paper is devoted to derive the necessary and sufficient condition for a set of matrices to commute. It is proved that the commutator [ ] 0 B , A = for two matrices A and B if and only if a vector v (B) defined uniquely from the matrix B is in the null space of a wellstructured matrix defined as the Kronecker sum ( ) * A A − ⊕ , which is always rank defective. This result is extendable dire...
متن کاملA sufficient condition for reducing recursions in hidden Markov models.
In hidden Markov models, the probability of observing a set of strings can be computed using recursion relations. We construct a sufficient condition for simplifying the recursion relations for a certain class of hidden Markov models. If the condition is satisfied, then one can construct a reduced recursion where the dependence on Markov states completely disappears. We discuss a specific examp...
متن کاملA Sharp Sufficient Condition for Sparsity Pattern Recovery
Sufficient number of linear and noisy measurements for exact and approximate sparsity pattern/support set recovery in the high dimensional setting is derived. Although this problem as been addressed in the recent literature, there is still considerable gaps between those results and the exact limits of the perfect support set recovery. To reduce this gap, in this paper, the sufficient con...
متن کاملOn the Necessary and Sufficient Condition for a Set of Matrices to Commute and Some Further Linked Results
This paper investigates the necessary and sufficient condition for a set of real or complex matrices to commute. It is proved that the commutator A,B 0 for two matrices A and B if and only if a vector v B defined uniquely from the matrix B is in the null space of a well-structured matrix defined as the Kronecker sum A ⊕ −A∗ , which is always rank defective. This result is extendable directly to...
متن کاملFractional intertwinings between two Markov semigroups
We define the notion of α-intertwining between two Markov Feller semigroups on R+ and we give some examples. The 1-intertwining, in particular, is merely the intertwining via the first derivative operator. It can be used in the study of the existence of pseudo-inverses, a notion recently introduced by Madan-Roynette-Yor [12] and RoynetteYor [15].
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1989
ISSN: 0091-1798
DOI: 10.1214/aop/1176991168