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Periodica Mathematica Hungarica

, Volume 59, Issue 2, pp 147–171 | Cite as

On the differentiability of parametrized families of linear operators and the sensitivity of their stationary vectors

  • Heinz WeisshauptEmail author
Article
  • 33 Downloads

Abstract

We investigate the differentiability of functions of stationary vectors associated with operator valued functions as well as the differentiability of the operator valued functions themselves. We display formulas connecting the derivatives of the parametric families of operators and vectors. The results are applied to the case of stochastic kernels.

Key words and phrases

differentiation operator-valued functions stationary vectors stationary distributions differentiation of operators differentiation of Markov kernels measure-valued differentiation 

Mathematics subject classification numbers

47A56 28A15 47N30 

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Copyright information

© Akadémiai Kiadó, Budapest, Hungary 2009

Authors and Affiliations

  1. 1.ZBSA University of FreiburgFreiburgGermany

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