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: https://aquila.usm.edu/fac_pubs/5305