Computing fixed densities of Markov operators defined by stochastic kernels
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.
APPLIED MATHEMATICS LETTERS
(1997). Computing fixed densities of Markov operators defined by stochastic kernels. APPLIED MATHEMATICS LETTERS, 10(3), 85-88.
Available at: http://aquila.usm.edu/fac_pubs/5305