267 citations · 1.1k across the 40 of their papers we have counts for
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Large population limits of Markov processes on random networks
Marvin Lücke, Jobst Heitzig, Péter Koltai +2
We consider time-continuous Markovian discrete-state dynamics on random networks of interacting agents and study the large population limit. The dynamics are projected onto low-dim…
Kernel Autocovariance Operators of Stationary Processes: Estimation and Convergence
Mattes Mollenhauer, Stefan Klus, Christof Schütte +1
We consider autocovariance operators of a stationary stochastic process on a Polish space that is embedded into a reproducing kernel Hilbert space. We investigate how empirical est…
Fréchet differentiable drift dependence of Perron--Frobenius and Koopman operators for non-deterministic dynamics
Péter Koltai, Han Cheng Lie, Martin Plonka
We consider Perron-Frobenius and Koopman operators associated to time-inhomogeneous ordinary stochastic differential equations, and establish their Fréchet differentiability with r…