منابع مشابه
Additive Schwarz Iterations for Markov Chains
A convergence analysis is presented for additive Schwarz iterations when applied to consistent singular systems of equations of the form Ax = b. The theory applies to singular M -matrices with one-dimensional null space and is applicable in particular to systems representing ergodic Markov chains, and to certain discretizations of partial differential equations. Additive Schwarz can be seen as ...
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The Restricted Additive Schwarz (RAS) method is adapted to the problem of computing the stationary probability distribution vector of large, sparse, irreducible stochastic matrices. Inexact and two-level variants are also considered, as well as acceleration by Krylov subspace methods. The convergence properties are analyzed and extensive numerical experiments aimed at assessing the effect of va...
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Let L be a linear space of real bounded random variables on the probability space (Ω,A, P0). There is a finitely additive probability P on A, such that P ∼ P0 and EP (X) = 0 for all X ∈ L, if and only if c EQ(X) ≤ ess sup(−X), X ∈ L, for some constant c > 0 and (countably additive) probability Q on A such that Q ∼ P0. A necessary condition for such a P to exist is L− L∞ ∩ L∞ = {0}, where the cl...
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The concept of finitely additive supermartingales, originally due to Bochner, is revived and developed. We exploit it to study measure decompositions over filtered probability spaces and the properties of the associated Doléans-Dade measure. We obtain versions of the Doob Meyer decomposition and, as an application, we establish a version of the Bichteler and Dellacherie theorem with no exogenou...
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We study properties of the additive binary Markov chain with short and longrange correlations. A new approach is suggested that allows one to express global statistical properties of a binary chain in terms of the so-called memory function. The latter is directly connected with the pair correlator of a chain via the integral equation that is analyzed in great detail. To elucidate the relation b...
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ژورنال
عنوان ژورنال: Transactions of the American Mathematical Society
سال: 1981
ISSN: 0002-9947
DOI: 10.1090/s0002-9947-1981-0607119-3