Abstract
In this chapter we introduce certain notions that are frequent in probability theory and stochastic analysis, which prove fruitful in describing inverse M-matrices. A main concept is mean conditional expectation matrix. This type matrices is the linear version of partitions and they satisfy the complete maximum principle, so they are natural objects in theory of inverse M-matrices. Additionally, they are also projections that preserve positivity and the constant vectors.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
N. Bouleau, Autour de la variance comme forme de Dirichlet. Séminaire de Théorie du Potentiel 8 (Lect. Notes Math.) 1235, 39–53 (1989)
C. Dellacherie, S. MartÃnez, J. San MartÃn, D. Taïbi, Noyaux potentiels associés à une filtration. Ann. Inst. Henri Poincaré Prob. et Stat. 34, 707–725 (1998)
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2014 Springer International Publishing Switzerland
About this chapter
Cite this chapter
Dellacherie, C., Martinez, S., San Martin, J. (2014). Filtered Matrices. In: Inverse M-Matrices and Ultrametric Matrices. Lecture Notes in Mathematics, vol 2118. Springer, Cham. https://doi.org/10.1007/978-3-319-10298-6_5
Download citation
DOI: https://doi.org/10.1007/978-3-319-10298-6_5
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-10297-9
Online ISBN: 978-3-319-10298-6
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)