Computing Fixed Densities of Markov Operators Defined by Stochastic Kernels
Document Type
Article
Publication Date
5-1-1997
Department
Mathematics
School
Mathematics and Natural Sciences
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
Recommended Citation
Ding, J.
(1997). Computing Fixed Densities of Markov Operators Defined by Stochastic Kernels. Applied Mathematics Letters, 10(3), 85-88.
Available at: https://aquila.usm.edu/fac_pubs/5305