Contractivity of a Markov operator on the space of normalised positive distributions

2013 ◽  
Vol 44 ◽  
pp. 1-5
Author(s):  
Israel Ncube
Symmetry ◽  
2021 ◽  
Vol 13 (5) ◽  
pp. 908
Author(s):  
Perla Celis ◽  
Rolando de la Cruz ◽  
Claudio Fuentes ◽  
Héctor W. Gómez

We introduce a new class of distributions called the epsilon–positive family, which can be viewed as generalization of the distributions with positive support. The construction of the epsilon–positive family is motivated by the ideas behind the generation of skew distributions using symmetric kernels. This new class of distributions has as special cases the exponential, Weibull, log–normal, log–logistic and gamma distributions, and it provides an alternative for analyzing reliability and survival data. An interesting feature of the epsilon–positive family is that it can viewed as a finite scale mixture of positive distributions, facilitating the derivation and implementation of EM–type algorithms to obtain maximum likelihood estimates (MLE) with (un)censored data. We illustrate the flexibility of this family to analyze censored and uncensored data using two real examples. One of them was previously discussed in the literature; the second one consists of a new application to model recidivism data of a group of inmates released from the Chilean prisons during 2007. The results show that this new family of distributions has a better performance fitting the data than some common alternatives such as the exponential distribution.


Author(s):  
Carlo Pandiscia

In this work, we propose a method to investigate the factorization property of a adjontable Markov operator between two algebraic probability spaces without using the dilation theory. Assuming the existence of an anti-unitary operator on Hilbert space related to Stinespring representations of our Markov operator, which satisfy some particular modular relations, we prove that it admits a factorization. The method is tested on the two typologies of maps which we know admits a factorization, the Markov operators between commutative probability spaces and adjontable homomorphism. Subsequently, we apply these methods to particular adjontable Markov operator between matrix algebra which fixes the diagonal.


Nonlinearity ◽  
2018 ◽  
Vol 31 (5) ◽  
pp. 1782-1806 ◽  
Author(s):  
Lorenzo J Díaz ◽  
Edgar Matias

2015 ◽  
Vol 64 (5) ◽  
pp. 1465-1512
Author(s):  
Andreas Knauf
Keyword(s):  

Filomat ◽  
2018 ◽  
Vol 32 (15) ◽  
pp. 5453-5457
Author(s):  
Hūlya Duru ◽  
Serkan Ilter

Let A and B be f -algebras with unit elements eA and eB respectively. A positive operator T from A to B satisfying T(eA) = eB is called a Markov operator. In this definition we replace unit elements with weak order units and, in this case, call T to be a weak Markov operator. In this paper, we characterize extreme points of the weak Markov operators.


Author(s):  
P. Carrion ◽  
G. Jacovitti ◽  
A. Neri
Keyword(s):  

2008 ◽  
Vol 28 (2) ◽  
pp. 423-446 ◽  
Author(s):  
Y. GUIVARC’H ◽  
EMILE LE PAGE

AbstractWe consider a random walk on the affine group of the real line, we denote by P the corresponding Markov operator on $\mathbb {R}$, and we study the Birkhoff sums associated with its trajectories. We show that, depending on the parameters of the random walk, the normalized Birkhoff sums converge in law to a stable law of exponent α∈ ]0,2[ or to a normal law. The corresponding analysis is based on the spectral properties of two families of associated transfer operators Pt,Tt. The operator Pt is a Fourier operator and is considered here as a perturbation of the Markov operator P=P0 of the random walk. The operator Tt is related to Pt by a symmetry of Heisenberg type and is also considered as a perturbation of the Markov operator T0=T. We prove that these operators have an isolated dominant eigenvalue which has an asymptotic expansion involving fractional powers of t. The parameters of this expansion have simple expressions in terms of tails and moments of the stationary measures of P and T.


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