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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