Title

Computing fixed densities of Markov operators defined by stochastic kernels

Document Type

Article

Publication Date

5-1-1997

Department

Mathematics

Abstract

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.

Publication Title

APPLIED MATHEMATICS LETTERS

Volume

10

Issue

3

First Page

85

Last Page

88