Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A recursive nonparametric estimator for the transition kernel of a
  piecewise-deterministic Markov process   In this paper, we investigate a nonparametric approach to provide a recursive
estimator of the transition density of a non-stationary piecewise-deterministic
Markov process, from only one observation of the path within a long time. In
this framework, we do not observe a Markov chain with transition kernel of
interest. Fortunately, one may write the transition density of interest as the
ratio of the invariant distributions of two embedded chains of the process. Our
method consists in estimating these invariant measures. We state a result of
consistency and a central limit theorem under some general assumptions about
the main features of the process. A simulation study illustrates the well
asymptotic behavior of our estimator.

26
The categories of this paper are: bayes-an
32
The categories of this paper are: atom-ph
25
The categories of this paper are: patt-sol
27
The categories of this paper are: comp-gas
0
The categories of this paper are: hep-ph
4
The categories of this paper are: cond-mat
35
The categories of this paper are: mtrl-th
18
The categories of this paper are: econ
33
The categories of this paper are: plasm-ph
15
The categories of this paper are: nucl-ex
22
The categories of this paper are: chao-dyn
20
The categories of this paper are: acc-phys
24
The categories of this paper are: dg-ga
19
The categories of this paper are: eess
11
The categories of this paper are: hep-lat
31
The categories of this paper are: ao-sci