✦ LIBER ✦

Computing fixed densities of Markov operators defined by stochastic kernels

✍ Scribed by J. Ding

Publisher: Elsevier Science
Year: 1997
Tongue: English
Weight: 146 KB
Volume: 10
Category: Article
ISSN: 0893-9659
DOI: 10.1016/s0893-9659(97)00040-2

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✦ Synopsis

We use the method of Markov finite approximations to numerically compute a fixed density of a Markov operator defined by a stochastic kernel. The convergence and the error estimate are also presented.